+80.7%
SAP vs THC
+258.4%
-177.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +1.0% | -0.3% | +0.4% |
| 30D | +6.5% | +5.3% | +1.2% | +5.4% |
| 3M | +12.2% | +7.1% | +5.1% | +10.6% |
| 6M | +46.1% | +46.0% | 0.0% | +35.4% |
| YTD | -1.6% | +43.9% | -45.6% | -9.3% |
| 1Y | -5.1% | +45.4% | -50.6% | -12.9% |
| 3Y | +68.4% | +421.3% | -352.9% | +14.7% |
| All | +80.7% | +258.4% | -177.7% | +29.2% |
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