+1,321.9%
AMAT vs THC
+1,813.2%
-491.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | +11.4% | +1.0% | +10.4% | +11.2% |
| 30D | -17.0% | +5.3% | -22.4% | -18.1% |
| 3M | -30.6% | +7.1% | -37.7% | -31.8% |
| 6M | -14.9% | +46.0% | -61.0% | -23.2% |
| YTD | +44.7% | +43.9% | +0.7% | +30.3% |
| 1Y | +66.9% | +45.4% | +21.4% | +49.8% |
| 3Y | +153.3% | +421.3% | -268.0% | +65.1% |
| 5Y | +146.2% | +261.5% | -115.2% | +68.4% |
| All | +1,321.9% | +1,813.2% | -491.3% | +579.2% |
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