+11,904.6%
ADP vs THC
+550.9%
+11,353.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +3.2% | +3.7% | -0.5% | +2.8% |
| 30D | +14.9% | +9.0% | +5.9% | +13.8% |
| 3M | +11.6% | +10.4% | +1.2% | +10.3% |
| 6M | +48.5% | +45.7% | +2.8% | +41.9% |
| YTD | +20.6% | +42.6% | -22.0% | +15.0% |
| 1Y | +23.7% | +38.8% | -15.1% | +18.2% |
| 3Y | +47.8% | +418.8% | -371.0% | +20.3% |
| 5Y | +47.7% | +275.7% | -228.0% | +21.9% |
| 10Y | +324.0% | +1,496.2% | -1,172.3% | +176.6% |
| All | +11,904.6% | +550.9% | +11,353.7% | +6,357.4% |
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