+360.0%
THC vs AGI
+4,227.8%
-3,867.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.8% |
| 7D | +0.1% | -7.5% | +7.6% | +0.6% |
| 30D | +7.5% | -9.9% | +17.3% | +8.1% |
| 3M | +7.5% | -14.2% | +21.7% | +8.4% |
| 6M | +46.4% | -35.2% | +81.6% | +49.9% |
| YTD | +44.4% | -25.2% | +69.6% | +45.8% |
| 1Y | +43.4% | -14.3% | +57.8% | +43.6% |
| 3Y | +433.3% | +127.7% | +305.6% | +398.0% |
| 5Y | +262.5% | +243.4% | +19.1% | +228.5% |
| 10Y | +1,871.5% | +384.1% | +1,487.4% | +1,592.6% |
| All | +360.0% | +4,227.8% | -3,867.8% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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