+279.8%
THC vs AMBA
-72.1%
+351.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.5% | -0.4% |
| 7D | +5.9% | -14.6% | +20.4% | +8.6% |
| 30D | +10.8% | -18.8% | +29.6% | +14.4% |
| 3M | +9.4% | -32.6% | +42.0% | +16.1% |
| 6M | +53.3% | -25.8% | +79.1% | +54.0% |
| YTD | +44.2% | -22.1% | +66.3% | +41.5% |
| 1Y | +37.3% | -36.2% | +73.5% | +39.7% |
| 3Y | +421.6% | +10.0% | +411.6% | +327.9% |
| 5Y | +279.8% | -71.6% | +351.4% | +270.5% |
| All | +279.8% | -72.1% | +351.9% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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