-40.6%
ACN vs THC
+250.3%
-290.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -1.5% | -0.7% | -0.9% | -1.4% |
| 30D | +9.4% | +1.3% | +8.1% | +9.0% |
| 3M | +5.6% | +64.2% | -58.6% | -3.4% |
| 6M | -9.3% | +8.3% | -17.5% | -11.2% |
| YTD | -29.0% | +33.4% | -62.4% | -33.4% |
| 1Y | -24.7% | +37.7% | -62.3% | -30.1% |
| 3Y | -39.8% | +236.8% | -276.6% | -55.5% |
| All | -40.6% | +250.3% | -290.9% | -57.4% |
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