+45.4%
THC vs ALLY
-1.0%
+46.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +5.3% | +5.2% | +0.1% | +4.6% |
| 3M | +7.1% | -13.3% | +20.4% | +9.2% |
| 6M | +46.0% | -6.7% | +52.7% | +47.3% |
| YTD | +43.9% | -12.8% | +56.8% | +49.9% |
| 1Y | +45.4% | +0.7% | +44.8% | +40.2% |
| All | +45.4% | -1.0% | +46.5% | +40.2% |
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 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