+8.3%
THC vs ALK
-16.4%
+24.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +1.3% | -19.2% | +20.5% | +6.4% |
| 3M | +64.2% | -1.5% | +65.8% | +64.1% |
| 6M | +8.3% | -13.1% | +21.3% | +11.1% |
| All | +8.3% | -16.4% | +24.7% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling