+13.7%
AR vs THC
+46.1%
-32.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.6% | -15.8% | -5.5% |
| 7D | -11.1% | +8.8% | -20.0% | -10.4% |
| 30D | +7.9% | +12.6% | -4.7% | +8.8% |
| 3M | +4.9% | +15.4% | -10.5% | +5.9% |
| 6M | -5.3% | +57.7% | -63.0% | -4.1% |
| YTD | +8.6% | +47.1% | -38.4% | +8.4% |
| 1Y | +13.7% | +40.7% | -27.0% | +14.4% |
| All | +13.7% | +46.1% | -32.5% | +14.4% |
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