+582.5%
THC vs ALLE
+331.3%
+251.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | 0.0% |
| 7D | +5.9% | 0.0% | +5.8% | +5.8% |
| 30D | +10.8% | +20.6% | -9.8% | -3.2% |
| 3M | +9.4% | +11.4% | -2.0% | +0.5% |
| 6M | +53.3% | +42.5% | +10.7% | +17.4% |
| YTD | +44.2% | +18.9% | +25.3% | +23.8% |
| 1Y | +37.3% | +14.2% | +23.1% | +21.2% |
| 3Y | +421.6% | +90.7% | +330.9% | +203.9% |
| 5Y | +279.8% | +52.5% | +227.3% | +155.5% |
| 10Y | +1,513.9% | +231.2% | +1,282.6% | +597.5% |
| All | +582.5% | +331.3% | +251.2% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling