-28.0%
ADBE vs THC
+51.2%
-79.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.8% | +8.8% | -12.7% | -4.7% |
| 30D | -2.3% | +10.0% | -12.3% | -3.2% |
| 3M | -13.3% | +11.7% | -25.0% | -14.2% |
| 6M | -6.5% | +52.5% | -58.9% | -8.6% |
| YTD | -32.4% | +46.1% | -78.4% | -33.1% |
| 1Y | -28.0% | +49.1% | -77.1% | -28.8% |
| All | -28.0% | +51.2% | -79.2% | -28.8% |
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