+597.0%
SE vs THC
+1,850.8%
-1,253.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | +0.6% | -2.6% | +3.2% | +1.2% |
| 30D | -0.1% | -1.2% | +1.1% | 0.0% |
| 3M | +34.1% | +58.9% | -24.8% | +19.6% |
| 6M | +23.2% | +9.3% | +13.9% | +19.4% |
| YTD | -11.2% | +30.4% | -41.5% | -17.9% |
| 1Y | -40.5% | +34.6% | -75.1% | -45.6% |
| 3Y | +196.3% | +246.7% | -50.4% | +110.9% |
| 5Y | -67.0% | +244.5% | -311.6% | -77.2% |
| All | +597.0% | +1,850.8% | -1,253.8% | +248.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling