+1,029.6%
ARES vs THC
+952.2%
+77.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -0.3% | -2.6% | +2.2% | +0.1% |
| 30D | +1.3% | -1.2% | +2.5% | +1.4% |
| 3M | +10.4% | +58.9% | -48.6% | +1.4% |
| 6M | +29.0% | +9.3% | +19.7% | +26.1% |
| YTD | -12.2% | +30.4% | -42.6% | -17.2% |
| 1Y | -18.4% | +34.6% | -53.0% | -23.8% |
| 3Y | +43.2% | +246.7% | -203.5% | +11.4% |
| 5Y | +102.6% | +244.5% | -141.9% | +54.0% |
| 10Y | +1,029.6% | +950.1% | +79.5% | +597.6% |
| All | +1,029.6% | +952.2% | +77.4% | +597.6% |
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