+49.0%
ADI vs THC
+40.9%
+8.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -3.8% | +1.3% | -5.1% | -3.9% |
| 3M | -15.3% | +64.2% | -79.5% | -20.5% |
| 6M | +6.7% | +8.3% | -1.6% | +7.8% |
| YTD | +34.8% | +33.4% | +1.4% | +31.1% |
| 1Y | +49.0% | +37.7% | +11.4% | +41.9% |
| All | +49.0% | +40.9% | +8.2% | +41.9% |
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 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