+204.4%
ABT vs THC
+952.2%
-747.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | -3.1% | -2.6% | -0.6% | -2.9% |
| 30D | -2.1% | -1.2% | -1.0% | -2.0% |
| 3M | +17.4% | +58.9% | -41.5% | +11.2% |
| 6M | -2.4% | +9.3% | -11.7% | -3.8% |
| YTD | -14.2% | +30.4% | -44.6% | -17.2% |
| 1Y | -18.3% | +34.6% | -52.9% | -21.7% |
| 3Y | +11.5% | +246.7% | -235.2% | -5.6% |
| 5Y | -9.9% | +244.5% | -254.4% | -25.4% |
| 10Y | +204.4% | +950.1% | -745.7% | +121.8% |
| All | +204.4% | +952.2% | -747.9% | +121.8% |
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