+38.8%
THC vs ALK
-6.6%
+45.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +3.7% | +9.0% | -5.4% | +2.1% |
| 30D | +9.0% | -1.6% | +10.7% | +9.1% |
| 3M | +10.4% | -23.2% | +33.6% | +15.3% |
| 6M | +45.7% | -3.9% | +49.5% | +46.7% |
| YTD | +42.6% | -22.6% | +65.2% | +42.1% |
| 1Y | +38.8% | -5.3% | +44.1% | +31.0% |
| All | +38.8% | -6.6% | +45.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling