-4.2%
ABT vs THC
+274.4%
-278.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +3.5% | +3.7% | -0.2% | +2.9% |
| 30D | +12.0% | +9.0% | +3.0% | +10.4% |
| 3M | +2.5% | +10.4% | -7.9% | +0.7% |
| 6M | +29.1% | +45.7% | -16.6% | +20.9% |
| YTD | -10.1% | +42.6% | -52.7% | -15.8% |
| 1Y | -9.8% | +38.8% | -48.6% | -15.4% |
| 3Y | +23.3% | +418.8% | -395.6% | -12.4% |
| All | -4.2% | +274.4% | -278.6% | -29.3% |
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