+151.4%
ACN vs THC
+1,879.5%
-1,728.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -4.0% | +0.2% | -4.3% | -4.1% |
| 30D | +19.0% | +9.0% | +10.0% | +17.4% |
| 3M | +42.2% | +12.9% | +29.3% | +39.4% |
| 6M | +50.1% | +52.8% | -2.7% | +40.6% |
| YTD | -2.7% | +47.4% | -50.2% | -9.0% |
| 1Y | +7.6% | +47.7% | -40.1% | +0.4% |
| 3Y | -15.9% | +444.7% | -460.5% | -36.8% |
| 5Y | -24.4% | +269.3% | -293.6% | -41.6% |
| 10Y | +151.4% | +1,913.5% | -1,762.2% | +59.7% |
| All | +151.4% | +1,879.5% | -1,728.2% | +59.7% |
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