+245.8%
THC vs ABCL
+104.5%
+141.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | +1.3% | +93.1% | -91.8% | -1.0% |
| 3M | +64.2% | +79.4% | -15.2% | +60.8% |
| 6M | +8.3% | +214.9% | -206.6% | +2.4% |
| YTD | +33.4% | +234.2% | -200.8% | +25.0% |
| 1Y | +37.7% | +174.8% | -137.1% | +29.9% |
| All | +245.8% | +104.5% | +141.4% | +208.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling