+1,587.5%
AMAT vs THC
+1,000.2%
+587.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | -1.5% | -0.7% | -0.9% | -1.4% |
| 30D | -14.8% | +1.3% | -16.1% | -15.1% |
| 3M | -9.3% | +64.2% | -73.5% | -19.8% |
| 6M | +27.4% | +8.3% | +19.1% | +23.3% |
| YTD | +77.6% | +33.4% | +44.2% | +63.3% |
| 1Y | +188.9% | +37.7% | +151.3% | +163.0% |
| 3Y | +202.3% | +236.8% | -34.5% | +119.4% |
| 5Y | +248.9% | +249.3% | -0.4% | +143.1% |
| All | +1,587.5% | +1,000.2% | +587.2% | +751.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling