-59.8%
ADBE vs THC
+256.0%
-315.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.9% |
| 7D | -8.6% | -0.7% | -7.9% | -8.5% |
| 30D | +2.8% | +1.3% | +1.5% | +2.4% |
| 3M | +3.1% | +64.2% | -61.1% | -7.2% |
| 6M | -2.4% | +8.3% | -10.7% | -4.7% |
| YTD | -23.9% | +33.4% | -57.2% | -29.3% |
| 1Y | -22.6% | +37.7% | -60.3% | -29.1% |
| 3Y | -52.7% | +236.8% | -289.5% | -67.4% |
| All | -59.8% | +256.0% | -315.8% | -74.1% |
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