+838.6%
THC vs ACM
+230.8%
+607.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.7% | -3.7% | +3.1% | +1.3% |
| 30D | +1.3% | -11.1% | +12.4% | +6.4% |
| 3M | +64.2% | -8.0% | +72.2% | +69.7% |
| 6M | +8.3% | -29.7% | +37.9% | +27.1% |
| YTD | +33.4% | -29.4% | +62.7% | +53.8% |
| 1Y | +37.7% | -46.4% | +84.1% | +81.9% |
| 3Y | +236.8% | -22.3% | +259.1% | +260.3% |
| 5Y | +249.3% | +4.5% | +244.8% | +220.4% |
| 10Y | +995.2% | +127.6% | +867.6% | +596.2% |
| All | +838.6% | +230.8% | +607.8% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling