-22.6%
ADBE vs THC
+40.9%
-63.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.8% |
| 7D | -8.6% | -0.7% | -7.9% | -8.5% |
| 30D | +2.8% | +1.3% | +1.5% | +2.6% |
| 3M | +3.1% | +64.2% | -61.1% | +3.3% |
| 6M | -2.4% | +8.3% | -10.7% | -5.0% |
| YTD | -23.9% | +33.4% | -57.2% | -24.2% |
| 1Y | -22.6% | +37.7% | -60.3% | -23.5% |
| All | -22.6% | +40.9% | -63.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling