+267.2%
ALAB vs THC
+180.5%
+86.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | +26.9% | +0.1% | +26.8% | +26.9% |
| 30D | -30.0% | +7.5% | -37.5% | -29.6% |
| 3M | -28.5% | +7.5% | -36.1% | -28.2% |
| 6M | +11.4% | +46.4% | -35.0% | +13.4% |
| YTD | +36.9% | +44.4% | -7.4% | +38.0% |
| 1Y | +44.4% | +43.4% | +0.9% | +45.4% |
| All | +267.2% | +180.5% | +86.8% | +249.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling