+418.8%
THC vs ALC
+2.3%
+416.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +3.7% | +4.9% | -1.2% | +2.0% |
| 30D | +9.0% | +19.0% | -9.9% | +2.8% |
| 3M | +10.4% | +7.8% | +2.6% | +7.4% |
| 6M | +45.7% | +14.6% | +31.1% | +38.7% |
| YTD | +42.6% | -4.4% | +47.0% | +43.1% |
| 1Y | +38.8% | +1.4% | +37.4% | +35.6% |
| 3Y | +418.8% | +2.5% | +416.3% | +382.6% |
| All | +418.8% | +2.3% | +416.6% | +382.6% |
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