+379.5%
SE vs THC
+2,076.2%
-1,696.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.5% |
| 7D | +3.3% | +7.5% | -4.2% | +1.6% |
| 30D | -18.2% | +9.6% | -27.7% | -19.9% |
| 3M | -31.3% | +10.3% | -41.5% | -33.0% |
| 6M | -10.1% | +51.8% | -61.9% | -19.2% |
| YTD | -38.9% | +45.4% | -84.3% | -45.0% |
| 1Y | -48.0% | +40.8% | -88.8% | -52.9% |
| 3Y | +78.8% | +448.8% | -370.0% | +14.2% |
| 5Y | -77.1% | +263.4% | -340.5% | -84.4% |
| All | +379.5% | +2,076.2% | -1,696.7% | +133.4% |
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