+1,329.5%
THC vs ALLY
+189.4%
+1,140.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | +3.7% | +0.9% | +2.8% | +3.2% |
| 30D | +9.0% | +3.1% | +6.0% | +7.0% |
| 3M | +10.4% | -12.6% | +23.0% | +19.0% |
| 6M | +45.7% | -12.4% | +58.1% | +55.7% |
| YTD | +42.6% | -13.2% | +55.7% | +51.0% |
| 1Y | +38.8% | +1.8% | +36.9% | +33.0% |
| 3Y | +418.8% | +58.0% | +360.9% | +245.4% |
| 5Y | +275.7% | -8.4% | +284.1% | +237.8% |
| All | +1,329.5% | +189.4% | +1,140.2% | +587.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling