+57.7%
THC vs AS
-8.6%
+66.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.1% | +4.5% | +7.9% |
| 7D | +8.8% | +13.8% | -4.9% | +4.8% |
| 30D | +12.6% | +16.7% | -4.0% | +7.5% |
| 3M | +15.4% | -11.5% | +26.9% | +19.3% |
| 6M | +57.7% | -5.5% | +63.2% | +57.1% |
| All | +57.7% | -8.6% | +66.2% | +57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling