+276.8%
THC vs ACM
-2.7%
+279.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.7% | +5.4% | -1.7% | +1.1% |
| 30D | +9.0% | +15.1% | -6.1% | +1.8% |
| 3M | +10.4% | -10.5% | +20.9% | +15.5% |
| 6M | +45.7% | -19.7% | +65.4% | +60.1% |
| YTD | +42.6% | -28.8% | +71.4% | +63.7% |
| 1Y | +38.8% | -47.9% | +86.6% | +93.5% |
| 3Y | +418.8% | -12.4% | +431.2% | +371.3% |
| All | +276.8% | -2.7% | +279.5% | +201.3% |
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