+1,009.9%
THC vs AMBA
+837.3%
+172.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -0.7% | -11.0% | +10.3% | +1.6% |
| 30D | +1.3% | -23.2% | +24.4% | +6.6% |
| 3M | +64.2% | -12.7% | +77.0% | +63.6% |
| 6M | +8.3% | +11.2% | -2.9% | +0.4% |
| YTD | +33.4% | -11.2% | +44.6% | +28.8% |
| 1Y | +37.7% | -22.5% | +60.2% | +34.9% |
| 3Y | +236.8% | -1.3% | +238.1% | +192.9% |
| 5Y | +249.3% | -54.2% | +303.4% | +231.7% |
| 10Y | +995.2% | -6.1% | +1,001.4% | +706.1% |
| All | +1,009.9% | +837.3% | +172.7% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling