+316.1%
ADP vs THC
+1,758.3%
-1,442.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +3.2% | +8.8% | -5.7% | +2.0% |
| 30D | +12.8% | +10.0% | +2.7% | +11.3% |
| 3M | +12.3% | +11.7% | +0.6% | +10.5% |
| 6M | +45.4% | +52.5% | -7.1% | +36.7% |
| YTD | +21.4% | +46.1% | -24.7% | +14.1% |
| 1Y | +23.7% | +49.1% | -25.4% | +15.8% |
| 3Y | +43.6% | +439.6% | -396.0% | +9.7% |
| 5Y | +48.7% | +263.2% | -214.4% | +16.6% |
| 10Y | +316.1% | +1,900.5% | -1,584.4% | +154.5% |
| All | +316.1% | +1,758.3% | -1,442.2% | +154.5% |
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