-24.8%
AIG vs THC
+495.1%
-519.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -1.6% | -2.6% | +1.0% | -1.0% |
| 30D | -5.2% | -1.2% | -4.0% | -5.0% |
| 3M | +1.5% | +58.9% | -57.5% | -9.2% |
| 6M | -3.9% | +9.3% | -13.3% | -6.9% |
| YTD | -11.6% | +30.4% | -42.0% | -17.9% |
| 1Y | -2.9% | +34.6% | -37.5% | -11.0% |
| 3Y | +33.7% | +246.7% | -212.9% | -4.6% |
| 5Y | +52.7% | +244.5% | -191.9% | +3.8% |
| 10Y | +62.6% | +950.1% | -887.5% | -26.9% |
| All | -24.8% | +495.1% | -519.9% | -75.7% |
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 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