+27.5%
ADM vs THC
+43.7%
-16.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | +4.2% | +1.0% | +3.2% | +4.2% |
| 30D | -12.8% | +5.3% | -18.2% | -12.7% |
| 3M | -8.5% | +7.1% | -15.6% | -8.2% |
| 6M | -10.9% | +46.0% | -56.9% | -9.3% |
| YTD | +29.4% | +43.9% | -14.5% | +31.4% |
| 1Y | +27.5% | +45.4% | -17.9% | +29.3% |
| All | +27.5% | +43.7% | -16.2% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling