+1,126.0%
SCHG vs THC
+1,090.5%
+35.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -0.1% | -2.6% | +2.5% | +0.3% |
| 30D | -1.5% | -1.2% | -0.3% | -1.4% |
| 3M | +4.4% | +58.9% | -54.5% | -3.1% |
| 6M | +15.7% | +9.3% | +6.4% | +13.3% |
| YTD | +8.3% | +30.4% | -22.1% | +2.9% |
| 1Y | +14.2% | +34.6% | -20.4% | +7.7% |
| 3Y | +88.3% | +246.7% | -158.4% | +50.6% |
| 5Y | +83.5% | +244.5% | -161.1% | +43.0% |
| 10Y | +444.2% | +950.1% | -505.9% | +221.4% |
| All | +1,126.0% | +1,090.5% | +35.5% | +557.1% |
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