+973.9%
THC vs ACM
+130.7%
+843.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.7% | -3.7% | +3.1% | +1.8% |
| 30D | +1.3% | -11.1% | +12.4% | +7.9% |
| 3M | +64.2% | -8.0% | +72.2% | +71.0% |
| 6M | +8.3% | -29.7% | +37.9% | +33.5% |
| YTD | +33.4% | -29.4% | +62.7% | +60.1% |
| 1Y | +37.7% | -46.4% | +84.1% | +99.0% |
| 3Y | +236.8% | -22.3% | +259.1% | +257.4% |
| 5Y | +249.3% | +4.5% | +244.8% | +191.5% |
| All | +973.9% | +130.7% | +843.3% | +632.2% |
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