+40.7%
THC vs ALLY
+4.2%
+36.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.8% | +5.8% | +8.9% |
| 7D | +8.8% | +2.4% | +6.5% | +8.3% |
| 30D | +12.6% | +5.6% | +7.1% | +11.6% |
| 3M | +15.4% | -11.7% | +27.1% | +17.4% |
| 6M | +57.7% | -7.0% | +64.7% | +59.1% |
| YTD | +47.1% | -10.4% | +57.5% | +52.6% |
| 1Y | +40.7% | +2.4% | +38.3% | +31.4% |
| All | +40.7% | +4.2% | +36.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling