+1,697.2%
ACN vs THC
+77.5%
+1,619.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | +5.6% | +64.2% | -58.6% | -0.9% |
| 6M | -9.3% | +8.3% | -17.5% | -10.5% |
| YTD | -29.0% | +33.4% | -62.4% | -32.1% |
| 1Y | -24.7% | +37.7% | -62.3% | -28.5% |
| 3Y | -39.8% | +236.8% | -276.6% | -50.0% |
| 5Y | -40.9% | +249.3% | -290.2% | -52.3% |
| 10Y | +91.1% | +995.2% | -904.1% | +21.3% |
| All | +1,697.2% | +77.5% | +1,619.7% | +1,074.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling