+1,913.5%
THC vs ACM
+130.8%
+1,782.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.3% |
| 7D | +0.2% | +3.0% | -2.8% | -1.9% |
| 30D | +9.0% | +19.7% | -10.7% | -4.0% |
| 3M | +12.9% | +5.3% | +7.6% | +6.9% |
| 6M | +52.8% | -10.8% | +63.6% | +60.2% |
| YTD | +47.4% | -25.1% | +72.5% | +70.8% |
| 1Y | +47.7% | -45.8% | +93.5% | +117.4% |
| 3Y | +444.7% | -9.4% | +454.0% | +410.9% |
| 5Y | +269.3% | +4.8% | +264.5% | +201.8% |
| 10Y | +1,913.5% | +129.8% | +1,783.8% | +751.7% |
| All | +1,913.5% | +130.8% | +1,782.7% | +751.7% |
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 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