+554.4%
AU vs THC
+436.4%
+118.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | +4.7% | +0.2% | +4.4% | +4.6% |
| 30D | -1.5% | +9.0% | -10.5% | -2.8% |
| 3M | -5.0% | +12.9% | -17.9% | -6.7% |
| 6M | -13.5% | +52.8% | -66.3% | -18.7% |
| YTD | +11.7% | +47.4% | -35.7% | +5.1% |
| 1Y | +21.3% | +47.7% | -26.4% | +14.0% |
| All | +554.4% | +436.4% | +118.0% | +397.3% |
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