+30.6%
ALNY vs THC
+254.2%
-223.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +11.9% | +1.5% | +10.3% | +11.4% |
| 3M | -15.0% | +59.9% | -74.9% | -23.0% |
| 6M | -23.2% | +11.0% | -34.2% | -25.3% |
| YTD | -37.8% | +32.6% | -70.3% | -42.0% |
| 1Y | -47.3% | +37.4% | -84.6% | -51.4% |
| 3Y | +22.9% | +252.5% | -229.7% | -10.9% |
| 5Y | +30.6% | +262.3% | -231.8% | -7.3% |
| All | +30.6% | +254.2% | -223.6% | -7.3% |
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