+10,816.5%
ADP vs THC
+508.9%
+10,307.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -3.4% | -0.7% | -2.8% | -3.4% |
| 30D | +2.8% | +1.3% | +1.5% | +2.6% |
| 3M | +20.9% | +64.2% | -43.3% | +14.3% |
| 6M | +29.9% | +8.3% | +21.6% | +28.1% |
| YTD | +9.6% | +33.4% | -23.7% | +5.4% |
| 1Y | -5.3% | +37.7% | -42.9% | -9.4% |
| 3Y | +16.5% | +236.8% | -220.3% | -0.6% |
| 5Y | +49.4% | +249.3% | -199.9% | +24.2% |
| 10Y | +282.2% | +995.2% | -713.1% | +158.5% |
| All | +10,816.5% | +508.9% | +10,307.6% | +5,819.1% |
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