-48.8%
SE vs THC
+46.1%
-94.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.6% | -5.1% | +3.1% |
| 7D | +6.7% | +8.8% | -2.2% | +5.3% |
| 30D | -17.2% | +12.6% | -29.8% | -18.6% |
| 3M | -28.0% | +15.4% | -43.4% | -29.7% |
| 6M | -6.1% | +57.7% | -63.8% | -12.7% |
| YTD | -37.1% | +47.1% | -84.2% | -42.1% |
| 1Y | -48.8% | +40.7% | -89.5% | -52.2% |
| All | -48.8% | +46.1% | -94.9% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling