+618.4%
AU vs THC
+253.4%
+365.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.8% |
| 7D | -0.3% | -2.6% | +2.3% | 0.0% |
| 30D | +12.8% | -1.2% | +13.9% | +12.9% |
| 3M | +28.5% | +58.9% | -30.5% | +20.8% |
| 6M | +4.8% | +9.3% | -4.5% | +2.7% |
| YTD | +31.0% | +30.4% | +0.6% | +25.6% |
| 1Y | +81.4% | +34.6% | +46.8% | +73.0% |
| 3Y | +618.4% | +246.7% | +371.8% | +458.1% |
| All | +618.4% | +253.4% | +365.0% | +458.1% |
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