+33.4%
AG vs THC
+46.1%
-12.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +9.6% | -0.4% | +7.5% |
| 7D | -2.6% | +8.8% | -11.4% | -4.0% |
| 30D | -12.1% | +12.6% | -24.7% | -13.8% |
| 3M | -6.6% | +15.4% | -22.0% | -8.9% |
| 6M | -20.5% | +57.7% | -78.1% | -27.3% |
| YTD | -7.4% | +47.1% | -54.5% | -14.2% |
| 1Y | +33.4% | +40.7% | -7.3% | +26.0% |
| All | +33.4% | +46.1% | -12.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling