+263.4%
THC vs ALK
-29.1%
+292.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | -0.1% |
| 7D | +7.5% | +8.9% | -1.4% | +4.8% |
| 30D | +9.6% | +5.9% | +3.6% | +7.4% |
| 3M | +10.3% | -16.5% | +26.8% | +15.4% |
| 6M | +51.8% | +2.1% | +49.7% | +48.4% |
| YTD | +45.4% | -17.1% | +62.5% | +48.7% |
| 1Y | +40.8% | -2.9% | +43.7% | +35.9% |
| 3Y | +448.8% | +24.5% | +424.3% | +326.7% |
| 5Y | +263.4% | -29.1% | +292.5% | +269.9% |
| All | +263.4% | -29.1% | +292.5% | +269.9% |
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