+3,847.4%
ANET vs THC
+1,022.1%
+2,825.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | -5.2% | -1.2% | -4.0% | -5.0% |
| 3M | +27.6% | +52.3% | -24.7% | +18.0% |
| 6M | +44.4% | +12.4% | +32.0% | +40.2% |
| YTD | +52.3% | +32.7% | +19.6% | +43.1% |
| 1Y | +30.4% | +36.4% | -5.9% | +21.5% |
| 3Y | +313.3% | +259.3% | +54.0% | +221.2% |
| 5Y | +810.0% | +262.7% | +547.4% | +589.6% |
| All | +3,847.4% | +1,022.1% | +2,825.3% | +2,256.2% |
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