+263.2%
THC vs AMBA
-69.1%
+332.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | +8.8% | -2.7% | +11.5% | +9.2% |
| 30D | +10.0% | -10.5% | +20.5% | +11.8% |
| 3M | +11.7% | -26.4% | +38.1% | +16.8% |
| 6M | +52.5% | -20.9% | +73.4% | +51.7% |
| YTD | +46.1% | -14.8% | +60.9% | +41.1% |
| 1Y | +49.1% | -36.1% | +85.2% | +52.7% |
| 3Y | +439.6% | +20.2% | +419.4% | +334.8% |
| 5Y | +263.2% | -67.2% | +330.4% | +247.7% |
| All | +263.2% | -69.1% | +332.3% | +247.7% |
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