+78.8%
SAP vs THC
+258.8%
-180.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +6.5% | +7.5% | -1.0% | +5.0% |
| 3M | +14.7% | +7.5% | +7.1% | +12.9% |
| 6M | +39.9% | +46.4% | -6.5% | +29.6% |
| YTD | -2.0% | +44.4% | -46.3% | -9.7% |
| 1Y | -6.0% | +43.4% | -49.4% | -13.5% |
| 3Y | +67.7% | +433.3% | -365.6% | +13.7% |
| 5Y | +78.8% | +262.5% | -183.7% | +27.2% |
| All | +78.8% | +258.8% | -180.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling