+788.4%
AU vs THC
+245.9%
+542.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -3.6% | -0.7% | -3.0% | -3.6% |
| 30D | +23.9% | +1.3% | +22.6% | +23.7% |
| 3M | +19.1% | +64.2% | -45.2% | +13.9% |
| 6M | -0.2% | +8.3% | -8.4% | -1.1% |
| YTD | +32.5% | +33.4% | -0.9% | +28.6% |
| 1Y | +96.9% | +37.7% | +59.3% | +90.5% |
| 3Y | +614.7% | +236.8% | +377.9% | +533.6% |
| 5Y | +647.7% | +249.3% | +398.5% | +548.6% |
| 10Y | +679.2% | +995.2% | -316.0% | +456.8% |
| All | +788.4% | +245.9% | +542.5% | +427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling