+1,800.1%
THC vs ACM
+147.1%
+1,652.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | -1.6% |
| 7D | +7.5% | +6.9% | +0.6% | +2.6% |
| 30D | +9.6% | +19.1% | -9.5% | -3.1% |
| 3M | +10.3% | -6.9% | +17.2% | +13.6% |
| 6M | +51.8% | -12.0% | +63.8% | +60.8% |
| YTD | +45.4% | -25.1% | +70.6% | +68.5% |
| 1Y | +40.8% | -45.4% | +86.2% | +105.9% |
| 3Y | +448.8% | -6.9% | +455.7% | +403.6% |
| 5Y | +263.4% | +3.7% | +259.6% | +199.7% |
| 10Y | +1,800.1% | +135.8% | +1,664.3% | +687.9% |
| All | +1,800.1% | +147.1% | +1,652.9% | +687.9% |
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