-52.8%
ACHR vs THC
+604.9%
-657.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +14.0% | +8.8% | +5.2% | +11.5% |
| 30D | -5.0% | +10.0% | -15.1% | -7.6% |
| 3M | -24.8% | +11.7% | -36.4% | -27.3% |
| 6M | -27.3% | +52.5% | -79.8% | -36.6% |
| YTD | -37.4% | +46.1% | -83.4% | -45.3% |
| 1Y | -44.3% | +49.1% | -93.4% | -51.6% |
| 3Y | -5.2% | +439.6% | -444.9% | -47.8% |
| 5Y | -20.8% | +263.2% | -284.0% | -54.4% |
| All | -52.8% | +604.9% | -657.6% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling