+1,267.4%
ARES vs THC
+1,325.8%
-58.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.8% |
| 7D | +5.0% | +7.5% | -2.5% | +3.6% |
| 30D | +19.1% | +9.6% | +9.5% | +17.1% |
| 3M | +3.1% | +10.3% | -7.2% | +1.2% |
| 6M | +12.9% | +51.8% | -38.9% | +4.0% |
| YTD | -10.7% | +45.4% | -56.1% | -17.6% |
| 1Y | -5.5% | +40.8% | -46.3% | -12.5% |
| 3Y | +45.0% | +448.8% | -403.8% | +3.1% |
| 5Y | +87.4% | +263.4% | -176.0% | +39.3% |
| 10Y | +1,267.4% | +1,800.1% | -532.7% | +733.4% |
| All | +1,267.4% | +1,325.8% | -58.3% | +733.4% |
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 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