+16.2%
ANET vs THC
+46.1%
-29.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.6% | -4.5% | +5.0% |
| 7D | -4.4% | +8.8% | -13.3% | -4.5% |
| 30D | -13.7% | +12.6% | -26.4% | -13.7% |
| 3M | -6.3% | +15.4% | -21.7% | -6.2% |
| 6M | +3.4% | +57.7% | -54.3% | +3.9% |
| YTD | +36.2% | +47.1% | -10.9% | +38.2% |
| 1Y | +16.2% | +40.7% | -24.5% | +18.9% |
| All | +16.2% | +46.1% | -29.9% | +18.9% |
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