+1,900.5%
THC vs ALM
+2,040.7%
-140.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +0.8% |
| 7D | +8.8% | -6.3% | +15.2% | +9.1% |
| 30D | +10.0% | -31.4% | +41.5% | +11.7% |
| 3M | +11.7% | -40.6% | +52.3% | +13.8% |
| 6M | +52.5% | -58.6% | +111.1% | +57.0% |
| YTD | +46.1% | -7.6% | +53.7% | +43.4% |
| 1Y | +49.1% | +13.8% | +35.3% | +44.5% |
| 3Y | +439.6% | +842.1% | -402.5% | +348.6% |
| 5Y | +263.2% | +407.4% | -144.2% | +206.3% |
| 10Y | +1,900.5% | +2,079.4% | -178.9% | +1,511.1% |
| All | +1,900.5% | +2,040.7% | -140.2% | +1,511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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