-27.7%
ACHR vs THC
+274.4%
-302.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.1% | +15.8% | +15.0% |
| 7D | +5.7% | +3.7% | +2.0% | +4.4% |
| 30D | -4.9% | +9.0% | -14.0% | -7.6% |
| 3M | -15.1% | +10.4% | -25.5% | -18.1% |
| 6M | -30.7% | +45.7% | -76.4% | -40.0% |
| YTD | -41.0% | +42.6% | -83.5% | -49.1% |
| 1Y | -50.0% | +38.8% | -88.8% | -56.6% |
| 3Y | -17.0% | +418.8% | -435.8% | -59.5% |
| All | -27.7% | +274.4% | -302.1% | -62.1% |
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 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