+88.7%
ACN vs THC
+952.2%
-863.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.8% |
| 7D | -4.8% | -2.6% | -2.3% | -4.4% |
| 30D | +1.9% | -1.2% | +3.1% | +2.0% |
| 3M | +3.9% | +58.9% | -55.1% | -2.9% |
| 6M | -15.0% | +9.3% | -24.3% | -16.5% |
| YTD | -31.9% | +30.4% | -62.3% | -35.0% |
| 1Y | -28.5% | +34.6% | -63.1% | -32.3% |
| 3Y | -41.9% | +246.7% | -288.6% | -53.2% |
| 5Y | -42.9% | +244.5% | -287.4% | -55.2% |
| 10Y | +88.7% | +950.1% | -861.4% | +24.6% |
| All | +88.7% | +952.2% | -863.5% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling