+130.4%
THC vs ADVB
-97.4%
+227.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.9% |
| 7D | +7.5% | -1.2% | +8.7% | +7.5% |
| 30D | +9.6% | -61.4% | +71.0% | +11.8% |
| 3M | +10.3% | -67.8% | +78.1% | +12.6% |
| 6M | +51.8% | -66.9% | +118.7% | +50.8% |
| YTD | +45.4% | -64.9% | +110.3% | +42.1% |
| 1Y | +40.8% | -74.8% | +115.6% | +40.4% |
| All | +130.4% | -97.4% | +227.8% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling