+6,784.1%
ABT vs THC
+550.9%
+6,233.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | +3.5% | +3.7% | -0.2% | +3.1% |
| 30D | +12.0% | +9.0% | +3.0% | +10.9% |
| 3M | +2.5% | +10.4% | -7.9% | +1.2% |
| 6M | +29.1% | +45.7% | -16.6% | +23.2% |
| YTD | -10.1% | +42.6% | -52.7% | -14.2% |
| 1Y | -9.8% | +38.8% | -48.6% | -13.8% |
| 3Y | +23.3% | +418.8% | -395.6% | -0.4% |
| 5Y | -2.4% | +275.7% | -278.0% | -19.9% |
| 10Y | +239.4% | +1,496.2% | -1,256.8% | +113.2% |
| All | +6,784.1% | +550.9% | +6,233.3% | +3,324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling