+147.2%
AR vs THC
+250.3%
-103.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +14.8% | +1.3% | +13.5% | +14.4% |
| 3M | +6.2% | +64.2% | -58.0% | -6.4% |
| 6M | +4.3% | +8.3% | -4.0% | +1.4% |
| YTD | +14.4% | +33.4% | -19.0% | +4.6% |
| 1Y | +21.3% | +37.7% | -16.3% | +9.4% |
| 3Y | +39.8% | +236.8% | -197.0% | -6.5% |
| All | +147.2% | +250.3% | -103.1% | +62.3% |
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