+254.0%
THC vs ACM
+5.0%
+249.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.7% | -3.7% | +3.1% | +1.2% |
| 30D | +1.3% | -11.1% | +12.4% | +6.6% |
| 3M | +64.2% | -8.0% | +72.2% | +69.7% |
| 6M | +8.3% | -29.7% | +37.9% | +28.0% |
| YTD | +33.4% | -29.4% | +62.7% | +54.0% |
| 1Y | +37.7% | -46.4% | +84.1% | +87.2% |
| 3Y | +236.8% | -22.3% | +259.1% | +239.8% |
| All | +254.0% | +5.0% | +249.0% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling