-48.0%
SE vs THC
+44.8%
-92.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -22.3% | +7.5% | -29.8% | -23.2% |
| 3M | -41.8% | +7.5% | -49.4% | -42.6% |
| 6M | -22.4% | +46.4% | -68.8% | -27.6% |
| YTD | -41.6% | +44.4% | -85.9% | -46.5% |
| 1Y | -48.0% | +43.4% | -91.5% | -52.3% |
| All | -48.0% | +44.8% | -92.8% | -52.3% |
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