+221.0%
THC vs AS
+123.4%
+97.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +1.0% | -4.9% | +5.8% | +1.7% |
| 30D | +5.3% | +3.9% | +1.4% | +4.7% |
| 3M | +7.1% | -9.6% | +16.7% | +8.5% |
| 6M | +46.0% | -8.7% | +54.7% | +47.6% |
| YTD | +43.9% | -19.8% | +63.8% | +47.1% |
| 1Y | +45.4% | -1.5% | +47.0% | +44.4% |
| All | +221.0% | +123.4% | +97.6% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling