+56.4%
SAP vs THC
+250.3%
-193.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +9.0% | +1.3% | +7.7% | +8.7% |
| 3M | +14.9% | +64.2% | -49.3% | +5.0% |
| 6M | +11.9% | +8.3% | +3.6% | +9.6% |
| YTD | -9.9% | +33.4% | -43.3% | -15.5% |
| 1Y | -19.5% | +37.7% | -57.2% | -25.3% |
| 3Y | +61.8% | +236.8% | -175.0% | +22.2% |
| All | +56.4% | +250.3% | -193.9% | +17.5% |
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