+279.8%
THC vs ABCL
-30.0%
+309.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -1.4% |
| 7D | +5.9% | -14.9% | +20.8% | +6.9% |
| 30D | +10.8% | -15.4% | +26.2% | +11.8% |
| 3M | +9.4% | +88.0% | -78.6% | +3.5% |
| 6M | +53.3% | +138.8% | -85.6% | +40.3% |
| YTD | +44.2% | +225.4% | -181.3% | +26.6% |
| 1Y | +37.3% | +137.3% | -100.0% | +24.4% |
| 3Y | +421.6% | +136.8% | +284.8% | +353.0% |
| 5Y | +279.8% | -26.2% | +306.1% | +263.3% |
| All | +279.8% | -30.0% | +309.9% | +263.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling