-78.0%
SE vs THC
+258.4%
-336.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.5% | +1.0% | -1.4% | -0.8% |
| 30D | -20.9% | +5.3% | -26.2% | -22.5% |
| 3M | -38.9% | +7.1% | -46.0% | -40.6% |
| 6M | -19.4% | +46.0% | -65.5% | -30.9% |
| YTD | -40.9% | +43.9% | -84.9% | -49.9% |
| 1Y | -46.2% | +45.4% | -91.6% | -54.5% |
| 3Y | +63.7% | +421.3% | -357.6% | -27.8% |
| All | -78.0% | +258.4% | -336.4% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling