+49.9%
ADP vs THC
+267.4%
-217.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +11.9% | +9.0% | +2.9% | +10.5% |
| 3M | +13.7% | +12.9% | +0.8% | +11.7% |
| 6M | +46.8% | +52.8% | -6.1% | +38.0% |
| YTD | +21.8% | +47.4% | -25.7% | +14.4% |
| 1Y | +23.5% | +47.7% | -24.2% | +15.8% |
| 3Y | +44.1% | +444.7% | -400.6% | +4.8% |
| 5Y | +49.9% | +269.3% | -219.4% | +14.5% |
| All | +49.9% | +267.4% | -217.5% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling