+796.3%
AU vs THC
+1,813.2%
-1,016.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -7.2% | +1.0% | -8.2% | -7.2% |
| 30D | -2.9% | +5.3% | -8.2% | -3.2% |
| 3M | -8.7% | +7.1% | -15.8% | -9.1% |
| 6M | -14.1% | +46.0% | -60.2% | -16.1% |
| YTD | +4.8% | +43.9% | -39.1% | +2.3% |
| 1Y | +11.9% | +45.4% | -33.6% | +9.1% |
| 3Y | +513.8% | +421.3% | +92.5% | +460.5% |
| 5Y | +379.3% | +261.5% | +117.8% | +338.1% |
| All | +796.3% | +1,813.2% | -1,016.9% | +596.6% |
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