+525.5%
THC vs ALLY
+101.5%
+424.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.2% |
| 7D | +5.9% | -1.1% | +7.0% | +6.6% |
| 30D | +10.8% | +4.2% | +6.7% | +8.1% |
| 3M | +9.4% | -12.4% | +21.9% | +18.0% |
| 6M | +53.3% | -8.7% | +61.9% | +59.9% |
| YTD | +44.2% | -11.6% | +55.8% | +51.2% |
| 1Y | +37.3% | +0.2% | +37.2% | +32.9% |
| 3Y | +421.6% | +57.1% | +364.5% | +248.5% |
| 5Y | +279.8% | -6.8% | +286.7% | +236.0% |
| 10Y | +1,513.9% | +200.4% | +1,313.5% | +477.7% |
| All | +525.5% | +101.5% | +424.0% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling