-68.1%
SE vs THC
+250.3%
-318.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | -2.5% | +1.3% | -3.7% | -3.1% |
| 3M | +21.7% | +64.2% | -42.5% | +0.9% |
| 6M | +27.0% | +8.3% | +18.7% | +21.7% |
| YTD | -12.1% | +33.4% | -45.5% | -22.9% |
| 1Y | -40.9% | +37.7% | -78.6% | -49.1% |
| 3Y | +191.0% | +236.8% | -45.8% | +62.3% |
| All | -68.1% | +250.3% | -318.4% | -83.5% |
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