+263.4%
THC vs ALLY
-6.7%
+270.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +7.5% | -0.2% | +7.7% | +7.7% |
| 30D | +9.6% | +3.4% | +6.1% | +8.1% |
| 3M | +10.3% | -11.1% | +21.3% | +15.3% |
| 6M | +51.8% | -11.5% | +63.3% | +58.4% |
| YTD | +45.4% | -12.3% | +57.8% | +51.2% |
| 1Y | +40.8% | +1.1% | +39.7% | +37.4% |
| 3Y | +448.8% | +64.8% | +384.0% | +305.0% |
| 5Y | +263.4% | -6.9% | +270.3% | +251.3% |
| All | +263.4% | -6.7% | +270.1% | +251.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling