+48.4%
THC vs ACM
-46.1%
+94.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.3% |
| 7D | +7.5% | +6.9% | +0.6% | +6.5% |
| 30D | +9.6% | +19.1% | -9.5% | +7.1% |
| 3M | +10.3% | -6.9% | +17.2% | +11.3% |
| 6M | +51.8% | -12.0% | +63.8% | +51.0% |
| YTD | +45.4% | -25.1% | +70.6% | +41.8% |
| All | +48.4% | -46.1% | +94.5% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling