+228.6%
ABT vs THC
+1,879.5%
-1,650.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | +8.0% | +9.0% | -1.0% | +6.9% |
| 3M | +0.2% | +12.9% | -12.7% | -1.3% |
| 6M | +34.1% | +52.8% | -18.7% | +27.3% |
| YTD | -10.6% | +47.4% | -58.0% | -15.1% |
| 1Y | -11.8% | +47.7% | -59.5% | -16.3% |
| 3Y | +23.9% | +444.7% | -420.8% | -0.7% |
| 5Y | -5.1% | +269.3% | -274.4% | -22.4% |
| 10Y | +228.6% | +1,913.5% | -1,684.9% | +122.8% |
| All | +228.6% | +1,879.5% | -1,650.9% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling