+2,542.1%
SAP vs THC
+551.4%
+1,990.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.7% |
| 7D | +4.0% | +5.9% | -1.8% | +3.2% |
| 30D | +15.7% | +10.8% | +4.9% | +14.1% |
| 3M | +23.4% | +9.4% | +14.0% | +21.8% |
| 6M | +41.3% | +53.3% | -12.0% | +33.1% |
| YTD | +2.0% | +44.2% | -42.2% | -3.7% |
| 1Y | -5.1% | +37.3% | -42.4% | -9.9% |
| 3Y | +82.1% | +421.6% | -339.5% | +42.9% |
| 5Y | +77.2% | +279.8% | -202.7% | +41.3% |
| 10Y | +233.6% | +1,513.9% | -1,280.2% | +97.3% |
| All | +2,542.1% | +551.4% | +1,990.7% | +1,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling