+276.8%
THC vs ALM
+396.4%
-119.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | +3.7% | -6.7% | +10.4% | +3.9% |
| 30D | +9.0% | -32.9% | +41.9% | +10.2% |
| 3M | +10.4% | -39.5% | +49.9% | +11.8% |
| 6M | +45.7% | -62.0% | +107.6% | +49.3% |
| YTD | +42.6% | -7.8% | +50.4% | +40.2% |
| 1Y | +38.8% | +26.7% | +12.1% | +34.4% |
| 3Y | +418.8% | +825.4% | -406.5% | +338.5% |
| All | +276.8% | +396.4% | -119.6% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling