-7.0%
ABT vs THC
+250.3%
-257.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +2.5% | +1.3% | +1.2% | +2.2% |
| 3M | +20.2% | +64.2% | -44.1% | +10.8% |
| 6M | -2.9% | +8.3% | -11.2% | -4.8% |
| YTD | -11.9% | +33.4% | -45.3% | -16.6% |
| 1Y | -16.5% | +37.7% | -54.2% | -21.6% |
| 3Y | +12.1% | +236.8% | -224.7% | -13.1% |
| All | -7.0% | +250.3% | -257.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling