+256.5%
THC vs A
+11.8%
+244.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.0% | -0.5% | +1.4% | +1.1% |
| 30D | +5.3% | 0.0% | +5.3% | +5.2% |
| 3M | +7.1% | +16.7% | -9.6% | -0.3% |
| 6M | +46.0% | +54.8% | -8.8% | +17.7% |
| YTD | +43.9% | +28.8% | +15.1% | +26.3% |
| 1Y | +45.4% | +19.3% | +26.1% | +32.9% |
| 3Y | +421.3% | +65.5% | +355.8% | +270.8% |
| All | +256.5% | +11.8% | +244.7% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling