+19,818.5%
ADBE vs THC
+566.8%
+19,251.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.8% | +8.8% | -12.7% | -5.0% |
| 30D | -2.3% | +10.0% | -12.3% | -3.6% |
| 3M | -13.3% | +11.7% | -25.0% | -14.7% |
| 6M | -6.5% | +52.5% | -58.9% | -12.1% |
| YTD | -32.4% | +46.1% | -78.4% | -36.5% |
| 1Y | -28.0% | +49.1% | -77.1% | -32.7% |
| 3Y | -60.4% | +439.6% | -500.0% | -69.7% |
| 5Y | -63.4% | +263.2% | -326.6% | -71.1% |
| 10Y | +127.4% | +1,900.5% | -1,773.1% | +26.9% |
| All | +19,818.5% | +566.8% | +19,251.7% | +8,807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling