+1,131.0%
ARES vs THC
+1,879.5%
-748.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +16.7% | +9.0% | +7.7% | +14.9% |
| 3M | -2.6% | +12.9% | -15.5% | -4.9% |
| 6M | +13.0% | +52.8% | -39.9% | +3.9% |
| YTD | -11.7% | +47.4% | -59.2% | -18.9% |
| 1Y | -6.7% | +47.7% | -54.4% | -14.4% |
| 3Y | +40.5% | +444.7% | -404.2% | -0.3% |
| 5Y | +88.2% | +269.3% | -181.0% | +39.1% |
| 10Y | +1,131.0% | +1,913.5% | -782.6% | +615.1% |
| All | +1,131.0% | +1,879.5% | -748.6% | +615.1% |
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