+34.6%
THC vs A
+16.1%
+18.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.2% |
| 7D | -2.6% | -2.1% | -0.5% | -2.5% |
| 30D | -1.2% | +0.6% | -1.8% | -1.2% |
| 3M | +58.9% | +10.9% | +48.0% | +58.6% |
| 6M | +9.3% | +28.2% | -18.8% | +8.8% |
| YTD | +30.4% | +8.6% | +21.8% | +33.3% |
| 1Y | +34.6% | +15.5% | +19.1% | +41.7% |
| All | +34.6% | +16.1% | +18.5% | +41.7% |
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