+433.9%
THC vs ALC
+2.0%
+431.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | +0.2% | -6.3% | +6.5% | +2.6% |
| 30D | +9.0% | +12.6% | -3.6% | +4.7% |
| 3M | +12.9% | -3.8% | +16.8% | +14.3% |
| 6M | +52.8% | +16.8% | +36.0% | +44.8% |
| YTD | +47.4% | -7.6% | +55.0% | +49.7% |
| 1Y | +47.7% | -5.9% | +53.6% | +48.7% |
| All | +433.9% | +2.0% | +431.9% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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