-25.8%
ACN vs THC
+258.4%
-284.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.8% | +1.0% | -4.8% | -4.0% |
| 30D | +16.5% | +5.3% | +11.2% | +15.3% |
| 3M | +41.5% | +7.1% | +34.4% | +39.4% |
| 6M | +60.1% | +46.0% | +14.0% | +48.5% |
| YTD | -3.9% | +43.9% | -47.9% | -11.4% |
| 1Y | +4.1% | +45.4% | -41.4% | -4.5% |
| 3Y | -15.9% | +421.3% | -437.1% | -44.1% |
| All | -25.8% | +258.4% | -284.2% | -47.7% |
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 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