+262.5%
THC vs ALM
+387.9%
-125.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.9% |
| 7D | +0.1% | -4.0% | +4.2% | +0.2% |
| 30D | +7.5% | -30.5% | +38.0% | +8.6% |
| 3M | +7.5% | -46.9% | +54.4% | +9.3% |
| 6M | +46.4% | -65.5% | +112.0% | +50.6% |
| YTD | +44.4% | -13.4% | +57.7% | +42.1% |
| 1Y | +43.4% | +9.8% | +33.7% | +39.6% |
| 3Y | +433.3% | +783.1% | -349.8% | +350.4% |
| 5Y | +262.5% | +378.3% | -115.8% | +214.7% |
| All | +262.5% | +387.9% | -125.4% | +214.7% |
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