+67.5%
SAP vs THC
+431.4%
-363.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | +1.5% | +8.8% | -7.4% | 0.0% |
| 30D | +8.8% | +10.0% | -1.2% | +7.0% |
| 3M | +12.1% | +11.7% | +0.4% | +9.8% |
| 6M | +34.6% | +52.5% | -17.9% | +25.4% |
| YTD | -2.1% | +46.1% | -48.2% | -8.7% |
| 1Y | -5.5% | +49.1% | -54.6% | -12.4% |
| All | +67.5% | +431.4% | -363.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling