+158.1%
ADM vs THC
+1,000.2%
-842.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +3.8% | -0.7% | +4.4% | +3.8% |
| 30D | +9.8% | +1.3% | +8.5% | +9.5% |
| 3M | +2.1% | +64.2% | -62.1% | -4.4% |
| 6M | +27.5% | +8.3% | +19.2% | +25.4% |
| YTD | +50.2% | +33.4% | +16.8% | +43.4% |
| 1Y | +40.6% | +37.7% | +2.9% | +33.4% |
| 3Y | +17.2% | +236.8% | -219.6% | -3.3% |
| 5Y | +61.9% | +249.3% | -187.4% | +29.0% |
| All | +158.1% | +1,000.2% | -842.1% | +71.6% |
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 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