+82.8%
ARES vs THC
+258.4%
-175.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | +19.7% | +5.3% | +14.4% | +18.0% |
| 3M | -9.0% | +7.1% | -16.1% | -10.9% |
| 6M | +11.5% | +46.0% | -34.5% | -0.8% |
| YTD | -13.8% | +43.9% | -57.8% | -24.0% |
| 1Y | -5.6% | +45.4% | -51.0% | -17.2% |
| 3Y | +36.1% | +421.3% | -385.2% | -26.1% |
| All | +82.8% | +258.4% | -175.6% | +10.5% |
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