-64.5%
ADBE vs THC
+262.3%
-326.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.3% |
| 7D | -5.6% | +7.5% | -13.1% | -7.2% |
| 30D | -2.0% | +9.6% | -11.6% | -4.0% |
| 3M | -10.5% | +10.3% | -20.8% | -12.5% |
| 6M | -6.2% | +51.8% | -58.0% | -14.6% |
| YTD | -32.2% | +45.4% | -77.6% | -38.3% |
| 1Y | -27.4% | +40.8% | -68.2% | -33.7% |
| 3Y | -58.9% | +448.8% | -507.7% | -75.6% |
| 5Y | -64.5% | +263.4% | -327.9% | -76.7% |
| All | -64.5% | +262.3% | -326.8% | -76.7% |
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