+1,644.1%
THC vs ACM
+132.6%
+1,511.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.7% |
| 7D | +1.0% | +5.6% | -4.7% | -2.9% |
| 30D | +5.3% | +20.8% | -15.5% | -7.8% |
| 3M | +7.1% | +11.4% | -4.3% | -1.7% |
| 6M | +46.0% | +0.9% | +45.1% | +41.6% |
| YTD | +43.9% | -24.8% | +68.8% | +66.3% |
| 1Y | +45.4% | -46.4% | +91.9% | +116.0% |
| 3Y | +421.3% | -9.2% | +430.5% | +388.4% |
| 5Y | +261.5% | +5.0% | +256.5% | +195.0% |
| All | +1,644.1% | +132.6% | +1,511.5% | +745.4% |
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