+11.9%
ACN vs THC
+46.1%
-34.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.6% | -5.8% | +2.5% |
| 7D | +8.6% | +8.8% | -0.3% | +7.3% |
| 30D | +36.6% | +12.6% | +23.9% | +34.4% |
| 3M | +56.3% | +15.4% | +40.9% | +53.2% |
| 6M | +49.7% | +57.7% | -8.0% | +43.3% |
| YTD | +1.3% | +47.1% | -45.7% | -1.7% |
| 1Y | +11.9% | +40.7% | -28.8% | +8.2% |
| All | +11.9% | +46.1% | -34.2% | +8.2% |
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