+40.7%
THC vs ACM
-46.6%
+87.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.6% | +9.2% |
| 7D | +8.8% | +9.5% | -0.7% | +7.6% |
| 30D | +12.6% | +14.7% | -2.1% | +10.7% |
| 3M | +15.4% | -9.5% | +24.9% | +16.9% |
| 6M | +57.7% | -18.0% | +75.7% | +57.8% |
| YTD | +47.1% | -27.3% | +74.3% | +44.1% |
| 1Y | +40.7% | -47.0% | +87.7% | +42.7% |
| All | +40.7% | -46.6% | +87.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling