+1,164.6%
ARES vs THC
+479.9%
+684.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +0.3% | +1.3% | -1.0% | 0.0% |
| 3M | +8.5% | +64.2% | -55.8% | -1.0% |
| 6M | +23.5% | +8.3% | +15.2% | +20.9% |
| YTD | -11.2% | +33.4% | -44.6% | -16.6% |
| 1Y | -19.3% | +37.7% | -57.0% | -24.9% |
| 3Y | +48.7% | +236.8% | -188.1% | +16.1% |
| 5Y | +106.5% | +249.3% | -142.7% | +56.5% |
| 10Y | +1,055.3% | +995.2% | +60.1% | +589.3% |
| All | +1,164.6% | +479.9% | +684.8% | +726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling