+111.3%
THC vs ADVB
-88.3%
+199.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -0.7% | -3.8% | +3.1% | -0.6% |
| 30D | +1.3% | +17.6% | -16.3% | +0.7% |
| 3M | +64.2% | +119.1% | -54.9% | +55.3% |
| 6M | +8.3% | +103.4% | -95.1% | +1.2% |
| YTD | +33.4% | +59.8% | -26.5% | +26.1% |
| 1Y | +37.7% | +8.5% | +29.1% | +31.8% |
| All | +111.3% | -88.3% | +199.6% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling