+47.7%
THC vs ALK
-3.2%
+51.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.2% |
| 7D | +0.2% | +2.6% | -2.3% | -0.3% |
| 30D | +9.0% | +7.8% | +1.2% | +7.4% |
| 3M | +12.9% | -15.2% | +28.1% | +15.8% |
| 6M | +52.8% | +5.0% | +47.8% | +51.7% |
| YTD | +47.4% | -18.4% | +65.9% | +45.4% |
| 1Y | +47.7% | -2.4% | +50.1% | +40.7% |
| All | +47.7% | -3.2% | +51.0% | +40.7% |
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