+279.8%
THC vs ALK
-33.9%
+313.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.0% |
| 7D | +5.9% | +7.1% | -1.2% | +3.8% |
| 30D | +10.8% | -3.0% | +13.8% | +11.5% |
| 3M | +9.4% | -25.6% | +35.1% | +18.5% |
| 6M | +53.3% | +0.5% | +52.8% | +50.5% |
| YTD | +44.2% | -23.1% | +67.2% | +50.6% |
| 1Y | +37.3% | -7.5% | +44.9% | +34.3% |
| 3Y | +421.6% | +15.3% | +406.3% | +314.9% |
| 5Y | +279.8% | -34.8% | +314.6% | +299.5% |
| All | +279.8% | -33.9% | +313.7% | +299.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling