-18.8%
SGI vs THC
+32.5%
-51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.2% |
| 7D | +9.3% | -2.6% | +11.8% | +9.6% |
| 30D | +6.9% | -1.2% | +8.1% | +6.9% |
| 3M | +2.8% | +58.9% | -56.1% | -2.8% |
| 6M | -12.6% | +9.3% | -21.9% | -16.6% |
| YTD | -21.5% | +30.4% | -51.9% | -24.6% |
| 1Y | -18.8% | +34.6% | -53.3% | -23.1% |
| All | -18.8% | +32.5% | -51.2% | -23.1% |
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