+1,686.4%
THC vs AVAV
+339.7%
+1,346.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +0.2% | +9.9% | -9.6% | -1.8% |
| 30D | +9.0% | -5.4% | +14.4% | +9.4% |
| 3M | +12.9% | -36.5% | +49.5% | +21.8% |
| 6M | +52.8% | -25.3% | +78.1% | +55.3% |
| YTD | +47.4% | -48.6% | +96.0% | +56.6% |
| 1Y | +47.7% | -62.1% | +109.8% | +68.2% |
| 3Y | +444.7% | +2.3% | +442.3% | +342.3% |
| 5Y | +269.3% | +35.4% | +233.9% | +161.0% |
| All | +1,686.4% | +339.7% | +1,346.7% | +922.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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