+4,745.6%
ADSK vs THC
+508.9%
+4,236.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.4% |
| 7D | -16.4% | -0.7% | -15.7% | -16.3% |
| 30D | -9.2% | +1.3% | -10.5% | -9.5% |
| 3M | -6.7% | +64.2% | -71.0% | -14.4% |
| 6M | -15.5% | +8.3% | -23.8% | -17.2% |
| YTD | -26.4% | +33.4% | -59.8% | -30.7% |
| 1Y | -31.9% | +37.7% | -69.6% | -36.5% |
| 3Y | -1.0% | +236.8% | -237.7% | -22.2% |
| 5Y | -24.5% | +249.3% | -273.8% | -42.4% |
| 10Y | +220.4% | +995.2% | -774.9% | +79.2% |
| All | +4,745.6% | +508.9% | +4,236.7% | +2,116.0% |
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