+1,649.1%
THC vs ACGL
+322.9%
+1,326.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | +0.1% | -1.2% | +1.3% | +1.0% |
| 30D | +7.5% | +12.8% | -5.3% | -1.1% |
| 3M | +7.5% | +12.3% | -4.8% | -0.9% |
| 6M | +46.4% | +15.8% | +30.6% | +32.0% |
| YTD | +44.4% | +13.9% | +30.5% | +30.6% |
| 1Y | +43.4% | +19.0% | +24.4% | +25.7% |
| 3Y | +433.3% | +33.7% | +399.6% | +310.2% |
| 5Y | +262.5% | +173.4% | +89.1% | +49.1% |
| All | +1,649.1% | +322.9% | +1,326.2% | +462.5% |
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