+245.8%
THC vs ALLE
+42.6%
+203.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +1.3% | -6.8% | +8.1% | +4.2% |
| 3M | +64.2% | +21.0% | +43.2% | +50.6% |
| 6M | +8.3% | +1.1% | +7.2% | +7.5% |
| YTD | +33.4% | -0.5% | +33.9% | +32.1% |
| 1Y | +37.7% | -7.3% | +44.9% | +40.8% |
| All | +245.8% | +42.6% | +203.3% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling