+128.4%
THC vs ADVB
-97.6%
+226.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.5% | +7.5% | -1.8% |
| 7D | +5.9% | -28.0% | +33.9% | +6.6% |
| 30D | +10.8% | -70.2% | +81.0% | +13.7% |
| 3M | +9.4% | -76.1% | +85.5% | +12.6% |
| 6M | +53.3% | -72.3% | +125.6% | +53.3% |
| YTD | +44.2% | -67.5% | +111.6% | +41.0% |
| 1Y | +37.3% | -78.6% | +115.9% | +37.7% |
| All | +128.4% | -97.6% | +226.0% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling