+249.6%
ALAB vs THC
+182.6%
+67.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.0% | +11.7% | +13.8% |
| 7D | -5.6% | +7.5% | -13.1% | -5.1% |
| 30D | -36.6% | +9.6% | -46.2% | -36.2% |
| 3M | -35.1% | +10.3% | -45.4% | -34.7% |
| 6M | +8.5% | +51.8% | -43.3% | +10.3% |
| YTD | +30.4% | +45.4% | -15.1% | +31.5% |
| 1Y | +31.0% | +40.8% | -9.7% | +32.7% |
| All | +249.6% | +182.6% | +67.1% | +233.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling