-18.4%
ABT vs THC
+40.1%
-58.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.9% |
| 7D | -4.7% | +4.1% | -8.8% | -5.4% |
| 30D | -3.1% | +3.5% | -6.6% | -3.7% |
| 3M | +16.1% | +61.7% | -45.6% | +8.3% |
| 6M | -5.3% | +11.8% | -17.2% | -8.2% |
| YTD | -14.4% | +35.4% | -49.9% | -18.7% |
| 1Y | -18.4% | +37.0% | -55.4% | -23.1% |
| All | -18.4% | +40.1% | -58.5% | -23.1% |
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