-78.0%
SE vs THC
+274.4%
-352.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +2.0% | +3.7% | -1.7% | +0.7% |
| 30D | -20.0% | +9.0% | -29.0% | -22.5% |
| 3M | -31.8% | +10.4% | -42.2% | -34.4% |
| 6M | -15.9% | +45.7% | -61.5% | -27.7% |
| YTD | -40.6% | +42.6% | -83.2% | -49.4% |
| 1Y | -50.7% | +38.8% | -89.4% | -57.6% |
| 3Y | +70.3% | +418.8% | -348.5% | -24.4% |
| All | -78.0% | +274.4% | -352.4% | -89.4% |
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 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