+141.2%
ADI vs THC
+248.0%
-106.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.8% |
| 7D | +2.4% | -2.6% | +5.0% | +3.0% |
| 30D | -6.6% | -1.2% | -5.4% | -6.4% |
| 3M | -9.8% | +58.9% | -68.7% | -20.3% |
| 6M | +15.7% | +9.3% | +6.3% | +12.1% |
| YTD | +35.1% | +30.4% | +4.8% | +24.5% |
| 1Y | +47.7% | +34.6% | +13.1% | +34.3% |
| 3Y | +114.5% | +246.7% | -132.2% | +47.6% |
| 5Y | +141.2% | +244.5% | -103.3% | +63.6% |
| All | +141.2% | +248.0% | -106.7% | +63.6% |
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