+47.7%
THC vs A
+21.4%
+26.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | +0.2% | -0.1% | +0.4% | +0.2% |
| 30D | +9.0% | +3.3% | +5.7% | +8.9% |
| 3M | +12.9% | +18.5% | -5.6% | +12.6% |
| 6M | +52.8% | +59.3% | -6.5% | +50.5% |
| YTD | +47.4% | +31.0% | +16.4% | +52.4% |
| 1Y | +47.7% | +19.3% | +28.4% | +62.6% |
| All | +47.7% | +21.4% | +26.4% | +62.6% |
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