+83.9%
SCHG vs THC
+254.2%
-170.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.8% |
| 30D | -2.2% | +1.5% | -3.8% | -2.6% |
| 3M | +6.2% | +59.9% | -53.7% | -3.8% |
| 6M | +13.4% | +11.0% | +2.4% | +10.2% |
| YTD | +7.1% | +32.6% | -25.5% | -0.1% |
| 1Y | +12.5% | +37.4% | -24.9% | +3.7% |
| 3Y | +86.2% | +252.5% | -166.4% | +33.1% |
| 5Y | +83.9% | +262.3% | -178.4% | +27.4% |
| All | +83.9% | +254.2% | -170.3% | +27.4% |
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