+372.2%
THC vs A
+557.8%
-185.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +8.8% | +1.4% | +7.5% | +8.5% |
| 30D | +10.0% | +4.3% | +5.7% | +8.8% |
| 3M | +11.7% | +19.8% | -8.1% | +6.4% |
| 6M | +52.5% | +54.4% | -1.9% | +35.0% |
| YTD | +46.1% | +31.7% | +14.4% | +34.2% |
| 1Y | +49.1% | +22.4% | +26.7% | +39.6% |
| 3Y | +439.6% | +67.7% | +371.9% | +361.0% |
| 5Y | +263.2% | +15.7% | +247.4% | +239.8% |
| 10Y | +1,900.5% | +308.7% | +1,591.8% | +1,350.6% |
| All | +372.2% | +557.8% | -185.6% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling