+672.3%
AU vs THC
+1,022.1%
-349.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +7.3% | -1.2% | +8.5% | +7.4% |
| 3M | +26.3% | +52.3% | -25.9% | +23.3% |
| 6M | +1.8% | +12.4% | -10.6% | +0.8% |
| YTD | +26.8% | +32.7% | -5.9% | +24.5% |
| 1Y | +66.7% | +36.4% | +30.3% | +63.3% |
| 3Y | +579.1% | +259.3% | +319.8% | +532.6% |
| 5Y | +689.3% | +262.7% | +426.7% | +626.6% |
| All | +672.3% | +1,022.1% | -349.8% | +564.5% |
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 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