+132.2%
AG vs THC
+40.1%
+92.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.7% |
| 7D | -0.1% | +4.1% | -4.2% | -0.5% |
| 30D | +12.5% | +3.5% | +8.9% | +11.8% |
| 3M | +28.2% | +61.7% | -33.6% | +18.4% |
| 6M | -18.8% | +11.8% | -30.7% | -21.9% |
| YTD | +27.4% | +35.4% | -8.0% | +21.1% |
| 1Y | +132.2% | +37.0% | +95.2% | +112.7% |
| All | +132.2% | +40.1% | +92.1% | +112.7% |
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