+546.5%
THC vs ACGL
+5,005.0%
-4,458.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | +5.9% | +6.4% | -0.5% | +3.5% |
| 30D | +10.8% | +16.6% | -5.8% | +4.6% |
| 3M | +9.4% | +11.6% | -2.1% | +5.0% |
| 6M | +53.3% | +17.5% | +35.8% | +44.3% |
| YTD | +44.2% | +15.3% | +28.9% | +36.2% |
| 1Y | +37.3% | +26.3% | +11.0% | +25.2% |
| 3Y | +421.6% | +35.9% | +385.7% | +356.3% |
| 5Y | +279.8% | +168.2% | +111.6% | +154.7% |
| 10Y | +1,513.9% | +352.0% | +1,161.9% | +843.3% |
| All | +546.5% | +5,005.0% | -4,458.5% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling