+1,900.5%
THC vs ACM
+133.7%
+1,766.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +8.8% | +6.6% | +2.2% | +4.1% |
| 30D | +10.0% | +19.8% | -9.7% | -3.1% |
| 3M | +11.7% | -3.1% | +14.8% | +11.9% |
| 6M | +52.5% | -11.5% | +64.0% | +60.8% |
| YTD | +46.1% | -24.7% | +70.8% | +68.6% |
| 1Y | +49.1% | -45.1% | +94.2% | +117.3% |
| 3Y | +439.6% | -8.9% | +448.5% | +404.3% |
| 5Y | +263.2% | +5.4% | +257.8% | +195.6% |
| 10Y | +1,900.5% | +131.1% | +1,769.4% | +740.2% |
| All | +1,900.5% | +133.7% | +1,766.8% | +740.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling