+269.3%
THC vs ACM
+4.8%
+264.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +0.2% | +3.0% | -2.8% | -1.2% |
| 30D | +9.0% | +19.7% | -10.7% | -0.1% |
| 3M | +12.9% | +5.3% | +7.6% | +9.0% |
| 6M | +52.8% | -10.8% | +63.6% | +59.0% |
| YTD | +47.4% | -25.1% | +72.5% | +65.0% |
| 1Y | +47.7% | -45.8% | +93.5% | +102.4% |
| 3Y | +444.7% | -9.4% | +454.0% | +389.6% |
| 5Y | +269.3% | +4.8% | +264.5% | +186.5% |
| All | +269.3% | +4.8% | +264.4% | +186.5% |
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