+31.4%
ALB vs THC
+1,421.6%
-1,390.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +9.1% | +3.7% | +5.4% | +8.2% |
| 30D | -3.4% | +9.0% | -12.5% | -5.2% |
| 3M | -20.6% | +10.4% | -31.0% | -22.4% |
| 6M | -48.2% | +45.7% | -93.8% | -52.7% |
| YTD | -29.2% | +42.6% | -71.8% | -35.7% |
| 1Y | +10.0% | +38.8% | -28.8% | +0.3% |
| 3Y | -12.9% | +418.8% | -431.7% | -42.7% |
| 5Y | -61.3% | +275.7% | -337.0% | -73.6% |
| All | +31.4% | +1,421.6% | -1,390.2% | -35.5% |
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