-41.2%
ACI vs THC
+274.4%
-315.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | -2.2% | +3.7% | -5.9% | -2.6% |
| 30D | +10.3% | +9.0% | +1.3% | +9.4% |
| 3M | +7.2% | +10.4% | -3.2% | +6.1% |
| 6M | -18.0% | +45.7% | -63.7% | -21.2% |
| YTD | -22.0% | +42.6% | -64.6% | -25.1% |
| 1Y | -23.4% | +38.8% | -62.1% | -26.3% |
| 3Y | -35.8% | +418.8% | -454.7% | -47.8% |
| All | -41.2% | +274.4% | -315.6% | -50.4% |
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 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