+590.4%
THC vs ABCL
-80.5%
+670.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -1.5% |
| 7D | +3.7% | -3.2% | +6.9% | +3.8% |
| 30D | +9.0% | -7.4% | +16.4% | +9.3% |
| 3M | +10.4% | +81.9% | -71.5% | +5.4% |
| 6M | +45.7% | +135.7% | -90.1% | +35.2% |
| YTD | +42.6% | +247.4% | -204.8% | +27.1% |
| 1Y | +38.8% | +162.3% | -123.5% | +26.5% |
| 3Y | +418.8% | +165.5% | +253.3% | +355.0% |
| 5Y | +275.7% | -21.3% | +296.9% | +253.9% |
| All | +590.4% | -80.5% | +670.9% | +622.2% |
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