-42.7%
ACHR vs THC
+543.6%
-586.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +9.8% | +1.3% | +8.5% | +9.3% |
| 3M | -10.5% | +64.2% | -74.8% | -23.4% |
| 6M | -15.5% | +8.3% | -23.8% | -18.4% |
| YTD | -24.1% | +33.4% | -57.4% | -31.8% |
| 1Y | -32.4% | +37.7% | -70.1% | -40.3% |
| 3Y | -11.6% | +236.8% | -248.4% | -43.9% |
| 5Y | -42.9% | +249.3% | -292.2% | -66.0% |
| All | -42.7% | +543.6% | -586.4% | -65.8% |
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