+1,585.0%
ADM vs THC
+559.0%
+1,026.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -14.7% | +7.5% | -22.2% | -15.5% |
| 3M | -10.4% | +7.5% | -17.9% | -11.4% |
| 6M | -10.9% | +46.4% | -57.4% | -15.7% |
| YTD | +26.0% | +44.4% | -18.4% | +18.9% |
| 1Y | +26.5% | +43.4% | -17.0% | +19.3% |
| 3Y | +8.2% | +433.3% | -425.1% | -15.4% |
| 5Y | +24.0% | +262.5% | -238.5% | -1.0% |
| 10Y | +128.4% | +1,871.5% | -1,743.2% | +33.0% |
| All | +1,585.0% | +559.0% | +1,026.1% | +649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling