+40.7%
THC vs AS
+3.3%
+37.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.1% | +4.5% | +8.5% |
| 7D | +8.8% | +13.8% | -4.9% | +6.1% |
| 30D | +12.6% | +16.7% | -4.0% | +9.2% |
| 3M | +15.4% | -11.5% | +26.9% | +17.4% |
| 6M | +57.7% | -5.5% | +63.2% | +58.1% |
| YTD | +47.1% | -14.2% | +61.3% | +45.9% |
| 1Y | +40.7% | +2.1% | +38.6% | +27.3% |
| All | +40.7% | +3.3% | +37.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling