+215.4%
ADSK vs THC
+1,022.1%
-806.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -14.9% | -1.2% | -13.7% | -14.8% |
| 3M | +3.3% | +52.3% | -48.9% | -5.1% |
| 6M | -15.7% | +12.4% | -28.1% | -18.3% |
| YTD | -28.2% | +32.7% | -60.9% | -33.1% |
| 1Y | -34.5% | +36.4% | -70.9% | -39.6% |
| 3Y | -2.9% | +259.3% | -262.2% | -28.5% |
| 5Y | -25.3% | +262.7% | -288.0% | -46.8% |
| All | +215.4% | +1,022.1% | -806.7% | +68.1% |
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 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