+48.4%
ARES vs THC
+238.5%
-190.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +0.3% | +1.3% | -1.0% | -0.1% |
| 3M | +8.5% | +64.2% | -55.8% | -2.6% |
| 6M | +23.5% | +8.3% | +15.2% | +20.7% |
| YTD | -11.2% | +33.4% | -44.6% | -17.5% |
| 1Y | -19.3% | +37.7% | -57.0% | -26.0% |
| All | +48.4% | +238.5% | -190.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling