-49.7%
SE vs THC
+50.5%
-100.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.6% |
| 7D | +3.3% | +7.5% | -4.2% | +2.1% |
| 30D | -18.2% | +9.6% | -27.7% | -19.3% |
| 3M | -31.3% | +10.3% | -41.5% | -32.4% |
| 6M | -10.1% | +51.8% | -61.9% | -16.4% |
| YTD | -38.9% | +45.4% | -84.3% | -43.9% |
| All | -49.7% | +50.5% | -100.2% | -54.4% |
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 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