+188.9%
AMAT vs THC
+40.9%
+148.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | -1.5% | -0.7% | -0.9% | -1.5% |
| 30D | -14.8% | +1.3% | -16.1% | -14.8% |
| 3M | -9.3% | +64.2% | -73.5% | -14.4% |
| 6M | +27.4% | +8.3% | +19.1% | +31.6% |
| YTD | +77.6% | +33.4% | +44.2% | +74.5% |
| 1Y | +188.9% | +37.7% | +151.3% | +177.6% |
| All | +188.9% | +40.9% | +148.1% | +177.6% |
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