-63.4%
ALB vs THC
+258.4%
-321.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.8% | +1.0% | -6.7% | -6.0% |
| 30D | -4.5% | +5.3% | -9.8% | -5.7% |
| 3M | -28.1% | +7.1% | -35.2% | -29.3% |
| 6M | -53.2% | +46.0% | -99.2% | -57.5% |
| YTD | -33.3% | +43.9% | -77.3% | -39.9% |
| 1Y | -17.4% | +45.4% | -62.9% | -26.0% |
| 3Y | -14.1% | +421.3% | -435.4% | -50.4% |
| All | -63.4% | +258.4% | -321.7% | -76.1% |
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