+547.6%
THC vs ALK
+765.2%
-217.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.0% |
| 7D | +5.9% | +7.1% | -1.2% | +3.7% |
| 30D | +10.8% | -3.0% | +13.8% | +11.5% |
| 3M | +9.4% | -25.6% | +35.1% | +18.4% |
| 6M | +53.3% | +0.5% | +52.8% | +50.5% |
| YTD | +44.2% | -23.1% | +67.2% | +50.4% |
| 1Y | +37.3% | -7.5% | +44.9% | +35.2% |
| 3Y | +421.6% | +15.3% | +406.3% | +356.0% |
| 5Y | +279.8% | -34.8% | +314.6% | +288.6% |
| 10Y | +1,513.9% | -41.2% | +1,555.0% | +1,535.6% |
| All | +547.6% | +765.2% | -217.6% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling