-62.0%
ALNY vs THC
+46.1%
-108.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.6% | -8.8% | -0.6% |
| 7D | -30.7% | +8.8% | -39.5% | -31.5% |
| 30D | -26.7% | +12.6% | -39.4% | -28.0% |
| 3M | -26.4% | +15.4% | -41.8% | -28.0% |
| 6M | -45.9% | +57.7% | -103.6% | -48.4% |
| YTD | -59.5% | +47.1% | -106.6% | -61.4% |
| 1Y | -62.0% | +40.7% | -102.6% | -63.6% |
| All | -62.0% | +46.1% | -108.1% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling