+221.5%
THC vs AS
+133.7%
+87.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | +5.9% | +7.1% | -1.2% | +4.8% |
| 30D | +10.8% | +12.8% | -2.0% | +8.9% |
| 3M | +9.4% | -14.7% | +24.2% | +11.7% |
| 6M | +53.3% | -9.9% | +63.2% | +55.0% |
| YTD | +44.2% | -16.1% | +60.3% | +46.3% |
| 1Y | +37.3% | +0.2% | +37.2% | +35.9% |
| All | +221.5% | +133.7% | +87.7% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling