-19.5%
SAP vs THC
+40.9%
-60.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +9.0% | +1.3% | +7.7% | +8.8% |
| 3M | +14.9% | +64.2% | -49.3% | +12.5% |
| 6M | +11.9% | +8.3% | +3.6% | +8.2% |
| YTD | -9.9% | +33.4% | -43.3% | -11.7% |
| 1Y | -19.5% | +37.7% | -57.2% | -23.6% |
| All | -19.5% | +40.9% | -60.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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