+74.2%
AR vs THC
+274.4%
-200.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -14.3% | +3.7% | -17.9% | -15.1% |
| 30D | +1.4% | +9.0% | -7.6% | -0.8% |
| 3M | +3.4% | +10.4% | -7.0% | +0.6% |
| 6M | -2.1% | +45.7% | -47.7% | -11.8% |
| YTD | +4.7% | +42.6% | -37.9% | -6.4% |
| 1Y | +10.6% | +38.8% | -28.2% | -0.6% |
| 3Y | +24.6% | +418.8% | -394.2% | -28.4% |
| All | +74.2% | +274.4% | -200.2% | +2.2% |
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 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