+640.7%
ADI vs THC
+1,818.8%
-1,178.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.4% |
| 7D | +13.4% | +0.1% | +13.2% | +13.4% |
| 30D | -1.3% | +7.5% | -8.8% | -2.8% |
| 3M | +6.8% | +7.5% | -0.7% | +5.1% |
| 6M | -1.9% | +46.4% | -48.4% | -9.8% |
| YTD | +52.3% | +44.4% | +7.9% | +39.7% |
| 1Y | +71.6% | +43.4% | +28.2% | +57.5% |
| 3Y | +148.9% | +433.3% | -284.4% | +74.7% |
| 5Y | +140.8% | +262.5% | -121.7% | +75.6% |
| All | +640.7% | +1,818.8% | -1,178.1% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling