+424.6%
THC vs ABCL
+139.9%
+284.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -1.9% |
| 7D | +5.9% | -14.9% | +20.8% | +6.1% |
| 30D | +10.8% | -15.4% | +26.2% | +11.0% |
| 3M | +9.4% | +88.0% | -78.6% | +8.2% |
| 6M | +53.3% | +138.8% | -85.6% | +49.9% |
| YTD | +44.2% | +225.4% | -181.3% | +38.3% |
| 1Y | +37.3% | +137.3% | -100.0% | +33.8% |
| All | +424.6% | +139.9% | +284.7% | +401.8% |
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