-34.0%
ACI vs THC
+40.1%
-74.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.7% |
| 7D | -5.0% | +4.1% | -9.1% | -5.3% |
| 30D | -2.3% | +3.5% | -5.8% | -2.5% |
| 3M | -23.2% | +61.7% | -84.9% | -26.2% |
| 6M | -29.5% | +11.8% | -41.3% | -29.3% |
| YTD | -28.6% | +35.4% | -64.0% | -30.6% |
| 1Y | -34.0% | +37.0% | -71.1% | -38.4% |
| All | -34.0% | +40.1% | -74.1% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling