+37.7%
THC vs A
+21.7%
+16.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -0.7% | -1.9% | +1.3% | -0.6% |
| 30D | +1.3% | +6.9% | -5.6% | +1.1% |
| 3M | +64.2% | +9.2% | +55.0% | +63.9% |
| 6M | +8.3% | +25.7% | -17.4% | +8.5% |
| YTD | +33.4% | +11.5% | +21.8% | +36.3% |
| 1Y | +37.7% | +18.4% | +19.3% | +44.6% |
| All | +37.7% | +21.7% | +16.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling