+256.5%
THC vs ABCL
-26.2%
+282.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.0% | -3.3% | +4.2% | +1.2% |
| 30D | +5.3% | -7.1% | +12.4% | +5.6% |
| 3M | +7.1% | +4.7% | +2.4% | +6.1% |
| 6M | +46.0% | +140.9% | -94.8% | +33.6% |
| YTD | +43.9% | +236.0% | -192.0% | +25.8% |
| 1Y | +45.4% | +217.4% | -172.0% | +27.8% |
| 3Y | +421.3% | +188.7% | +232.6% | +337.3% |
| All | +256.5% | -26.2% | +282.7% | +250.0% |
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