-14.7%
ABT vs THC
+44.8%
-59.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | +5.2% | +7.5% | -2.3% | +3.7% |
| 3M | -2.7% | +7.5% | -10.2% | -4.1% |
| 6M | +28.8% | +46.4% | -17.6% | +20.3% |
| YTD | -12.3% | +44.4% | -56.6% | -17.9% |
| 1Y | -14.7% | +43.4% | -58.1% | -20.2% |
| All | -14.7% | +44.8% | -59.5% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling