+114.3%
ADI vs THC
+274.4%
-160.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -12.8% | +3.7% | -16.5% | -13.7% |
| 30D | -11.3% | +9.0% | -20.4% | -13.3% |
| 3M | -3.4% | +10.4% | -13.8% | -5.9% |
| 6M | -12.0% | +45.7% | -57.7% | -20.8% |
| YTD | +35.3% | +42.6% | -7.3% | +21.6% |
| 1Y | +58.1% | +38.8% | +19.3% | +42.8% |
| 3Y | +127.4% | +418.8% | -291.5% | +39.4% |
| All | +114.3% | +274.4% | -160.1% | +40.6% |
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