+445.6%
AG vs THC
+834.6%
-389.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | +19.2% | +1.3% | +17.9% | +18.8% |
| 3M | +6.2% | +64.2% | -58.1% | -2.9% |
| 6M | -26.7% | +8.3% | -35.0% | -28.2% |
| YTD | +26.1% | +33.4% | -7.3% | +18.8% |
| 1Y | +131.7% | +37.7% | +94.0% | +116.4% |
| 3Y | +255.3% | +236.8% | +18.6% | +182.0% |
| 5Y | +61.9% | +249.3% | -187.3% | +24.1% |
| 10Y | +72.0% | +995.2% | -923.2% | -6.0% |
| All | +445.6% | +834.6% | -389.0% | +181.1% |
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 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