+207.4%
ALAB vs THC
+177.0%
+30.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.2% |
| 7D | -26.3% | +3.7% | -30.0% | -26.1% |
| 30D | -50.1% | +9.0% | -59.2% | -49.8% |
| 3M | -42.5% | +10.4% | -52.9% | -42.1% |
| 6M | -10.8% | +45.7% | -56.5% | -9.3% |
| YTD | +14.6% | +42.6% | -27.9% | +15.5% |
| 1Y | +17.1% | +38.8% | -21.6% | +18.3% |
| All | +207.4% | +177.0% | +30.4% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling