-46.9%
ALNY vs THC
+37.3%
-84.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -6.5% | -0.5% | -6.0% | -6.5% |
| 30D | +11.0% | -1.2% | +12.2% | +11.2% |
| 3M | -14.1% | +52.3% | -66.3% | -17.3% |
| 6M | -22.4% | +12.4% | -34.8% | -24.4% |
| YTD | -37.5% | +32.7% | -70.2% | -39.7% |
| 1Y | -46.9% | +36.4% | -83.3% | -48.9% |
| All | -46.9% | +37.3% | -84.3% | -48.9% |
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