-6.4%
SAP vs THC
+49.8%
-56.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +7.5% | +9.0% | -1.5% | +6.1% |
| 3M | +11.6% | +12.9% | -1.3% | +9.7% |
| 6M | +37.6% | +52.8% | -15.2% | +32.3% |
| YTD | -2.0% | +47.4% | -49.4% | -4.8% |
| 1Y | -6.4% | +47.7% | -54.1% | -9.2% |
| All | -6.4% | +49.8% | -56.2% | -9.2% |
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