+247.2%
AMAT vs THC
+250.3%
-3.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.4% |
| 6M | +27.4% | +8.3% | +19.1% | +23.0% |
| YTD | +77.6% | +33.4% | +44.2% | +60.0% |
| 1Y | +188.9% | +37.7% | +151.3% | +156.4% |
| 3Y | +202.3% | +236.8% | -34.5% | +94.7% |
| All | +247.2% | +250.3% | -3.1% | +117.1% |
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