+222.9%
SAP vs THC
+1,325.8%
-1,102.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | +1.6% | +7.5% | -5.9% | +0.6% |
| 30D | +10.5% | +9.6% | +1.0% | +9.1% |
| 3M | +15.2% | +10.3% | +4.9% | +13.5% |
| 6M | +36.7% | +51.8% | -15.1% | +28.8% |
| YTD | -0.6% | +45.4% | -46.0% | -6.3% |
| 1Y | -4.1% | +40.8% | -44.9% | -9.4% |
| 3Y | +73.2% | +448.8% | -375.6% | +34.5% |
| 5Y | +74.1% | +263.4% | -189.3% | +38.8% |
| 10Y | +222.9% | +1,800.1% | -1,577.1% | +113.6% |
| All | +222.9% | +1,325.8% | -1,102.8% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling