+700.5%
AU vs THC
+258.2%
+442.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.2% | +0.1% |
| 7D | +0.6% | +4.1% | -3.4% | +0.1% |
| 30D | +12.3% | +3.5% | +8.8% | +11.8% |
| 3M | +29.4% | +61.7% | -32.4% | +21.1% |
| 6M | +3.2% | +11.8% | -8.6% | +1.0% |
| YTD | +31.8% | +35.4% | -3.6% | +25.7% |
| 1Y | +83.4% | +37.0% | +46.4% | +74.2% |
| 3Y | +623.1% | +260.1% | +363.0% | +494.1% |
| 5Y | +700.5% | +262.6% | +437.9% | +534.6% |
| All | +700.5% | +258.2% | +442.3% | +534.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling