+1,001.6%
THC vs ACGL
+276.1%
+725.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.8% |
| 7D | -0.7% | -0.7% | +0.1% | -0.2% |
| 30D | +1.3% | -1.0% | +2.3% | +1.9% |
| 3M | +64.2% | +11.0% | +53.2% | +53.1% |
| 6M | +8.3% | -0.3% | +8.6% | +7.9% |
| YTD | +33.4% | +2.3% | +31.1% | +30.2% |
| 1Y | +37.7% | +6.4% | +31.3% | +30.2% |
| 3Y | +236.8% | +34.0% | +202.8% | +154.6% |
| 5Y | +249.3% | +161.6% | +87.6% | +46.8% |
| All | +1,001.6% | +276.1% | +725.6% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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