+156.2%
ACN vs THC
+1,861.3%
-1,705.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +1.6% | +8.8% | -7.3% | +0.2% |
| 30D | +24.6% | +10.0% | +14.6% | +22.9% |
| 3M | +46.2% | +11.7% | +34.5% | +43.6% |
| 6M | +46.2% | +52.5% | -6.3% | +36.9% |
| YTD | -0.9% | +46.1% | -46.9% | -7.2% |
| 1Y | +8.8% | +49.1% | -40.3% | +1.3% |
| 3Y | -14.3% | +439.6% | -453.9% | -35.5% |
| 5Y | -22.6% | +263.2% | -285.8% | -40.1% |
| All | +156.2% | +1,861.3% | -1,705.1% | +62.9% |
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