-5.9%
SAP vs THC
+46.1%
-52.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.6% | -5.4% | +2.9% |
| 7D | +1.3% | +8.8% | -7.5% | +0.1% |
| 30D | +15.5% | +12.6% | +2.9% | +13.7% |
| 3M | +22.8% | +15.4% | +7.4% | +20.3% |
| 6M | +42.5% | +57.7% | -15.2% | +37.1% |
| YTD | +0.5% | +47.1% | -46.5% | -2.5% |
| 1Y | -5.9% | +40.7% | -46.6% | -8.3% |
| All | -5.9% | +46.1% | -52.1% | -8.3% |
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