+630.6%
ADI vs THC
+1,325.8%
-695.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +8.2% |
| 7D | -4.4% | +7.5% | -11.9% | -5.8% |
| 30D | -2.8% | +9.6% | -12.4% | -4.6% |
| 3M | +1.5% | +10.3% | -8.7% | -0.6% |
| 6M | -4.7% | +51.8% | -56.5% | -12.9% |
| YTD | +46.8% | +45.4% | +1.4% | +34.6% |
| 1Y | +74.9% | +40.8% | +34.1% | +61.1% |
| 3Y | +147.4% | +448.8% | -301.4% | +72.9% |
| 5Y | +131.9% | +263.4% | -131.5% | +69.1% |
| 10Y | +630.6% | +1,800.1% | -1,169.5% | +293.4% |
| All | +630.6% | +1,325.8% | -695.2% | +293.4% |
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