+23.7%
ADP vs THC
+35.6%
-11.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +3.2% | +3.7% | -0.5% | +3.1% |
| 30D | +14.9% | +9.0% | +5.9% | +14.6% |
| 3M | +11.6% | +10.4% | +1.2% | +11.3% |
| 6M | +48.5% | +45.7% | +2.8% | +48.6% |
| YTD | +20.6% | +42.6% | -22.0% | +21.5% |
| 1Y | +23.7% | +38.8% | -15.1% | +24.7% |
| All | +23.7% | +35.6% | -11.9% | +24.7% |
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