+2,233.8%
SAP vs THC
+502.7%
+1,731.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +14.9% | +64.2% | -49.3% | +7.6% |
| 6M | +11.9% | +8.3% | +3.6% | +10.2% |
| YTD | -9.9% | +33.4% | -43.3% | -14.0% |
| 1Y | -19.5% | +37.7% | -57.2% | -23.7% |
| 3Y | +61.8% | +236.8% | -175.0% | +34.3% |
| 5Y | +56.2% | +249.3% | -193.1% | +25.8% |
| 10Y | +180.6% | +995.2% | -814.6% | +74.3% |
| All | +2,233.8% | +502.7% | +1,731.1% | +930.4% |
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 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