-10.8%
ALAB vs THC
+50.5%
-61.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +5.7% |
| 7D | -26.3% | +3.7% | -30.0% | -24.8% |
| 30D | -50.1% | +9.0% | -59.2% | -47.5% |
| 3M | -42.5% | +10.4% | -52.9% | -38.9% |
| 6M | -10.8% | +45.7% | -56.5% | +13.0% |
| All | -10.8% | +50.5% | -61.3% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling