-27.8%
AAL vs THC
+474.2%
-502.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -3.7% | -0.7% | -3.1% | -3.6% |
| 30D | -20.8% | +1.3% | -22.1% | -21.2% |
| 3M | -1.3% | +64.2% | -65.5% | -16.1% |
| 6M | +5.4% | +8.3% | -2.9% | +1.7% |
| YTD | -14.4% | +33.4% | -47.7% | -23.3% |
| 1Y | +2.1% | +37.7% | -35.6% | -10.0% |
| 3Y | -10.6% | +236.8% | -247.3% | -43.5% |
| 5Y | -32.2% | +249.3% | -281.5% | -59.9% |
| 10Y | -62.7% | +995.2% | -1,058.0% | -87.6% |
| All | -27.8% | +474.2% | -502.0% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling