+127.4%
ADBE vs THC
+1,758.3%
-1,630.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.8% | +8.8% | -12.7% | -5.1% |
| 30D | -2.3% | +10.0% | -12.3% | -3.7% |
| 3M | -13.3% | +11.7% | -25.0% | -14.8% |
| 6M | -6.5% | +52.5% | -58.9% | -12.4% |
| YTD | -32.4% | +46.1% | -78.4% | -36.7% |
| 1Y | -28.0% | +49.1% | -77.1% | -33.0% |
| 3Y | -60.4% | +439.6% | -500.0% | -70.4% |
| 5Y | -63.4% | +263.2% | -326.6% | -71.8% |
| 10Y | +127.4% | +1,900.5% | -1,773.1% | +37.9% |
| All | +127.4% | +1,758.3% | -1,630.9% | +37.9% |
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