-6.2%
AAL vs THC
+244.5%
-250.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -3.7% | -0.7% | -3.1% | -3.6% |
| 30D | -20.8% | +1.3% | -22.1% | -21.1% |
| 3M | -1.3% | +64.2% | -65.5% | -12.3% |
| 6M | +5.4% | +8.3% | -2.9% | +2.1% |
| YTD | -14.4% | +33.4% | -47.7% | -20.9% |
| 1Y | +2.1% | +37.7% | -35.6% | -6.7% |
| All | -6.2% | +244.5% | -250.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling