+589.4%
SE vs THC
+1,895.9%
-1,306.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -2.5% | +1.3% | -3.7% | -2.9% |
| 3M | +21.7% | +64.2% | -42.5% | +7.7% |
| 6M | +27.0% | +8.3% | +18.7% | +23.4% |
| YTD | -12.1% | +33.4% | -45.5% | -19.2% |
| 1Y | -40.9% | +37.7% | -78.6% | -46.3% |
| 3Y | +191.0% | +236.8% | -45.8% | +108.6% |
| 5Y | -68.3% | +249.3% | -317.5% | -78.1% |
| All | +589.4% | +1,895.9% | -1,306.5% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling