+70.8%
SAP vs THC
+274.4%
-203.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -0.7% | +3.7% | -4.4% | -1.4% |
| 30D | +11.1% | +9.0% | +2.1% | +9.2% |
| 3M | +17.0% | +10.4% | +6.6% | +14.6% |
| 6M | +34.8% | +45.7% | -10.8% | +25.1% |
| YTD | -2.2% | +42.6% | -44.8% | -9.7% |
| 1Y | -6.4% | +38.8% | -45.2% | -13.3% |
| 3Y | +75.1% | +418.8% | -343.7% | +19.7% |
| All | +70.8% | +274.4% | -203.6% | +20.4% |
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