+607.3%
THC vs ABCL
-79.6%
+686.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +8.8% | +2.3% | +6.5% | +8.7% |
| 30D | +10.0% | -0.7% | +10.7% | +9.9% |
| 3M | +11.7% | +33.4% | -21.7% | +9.1% |
| 6M | +52.5% | +137.8% | -85.3% | +41.7% |
| YTD | +46.1% | +264.3% | -218.3% | +29.9% |
| 1Y | +49.1% | +209.2% | -160.1% | +34.3% |
| 3Y | +439.6% | +208.4% | +231.2% | +366.7% |
| 5Y | +263.2% | -11.9% | +275.0% | +240.5% |
| All | +607.3% | -79.6% | +686.9% | +637.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling