-41.3%
ALNY vs THC
+40.9%
-82.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +12.2% | -0.7% | +12.9% | +12.3% |
| 30D | +16.3% | +1.3% | +15.1% | +16.0% |
| 3M | -12.4% | +64.2% | -76.6% | -16.4% |
| 6M | -18.7% | +8.3% | -27.0% | -20.5% |
| YTD | -33.1% | +33.4% | -66.5% | -35.7% |
| 1Y | -41.3% | +37.7% | -79.0% | -44.1% |
| All | -41.3% | +40.9% | -82.2% | -44.1% |
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 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