+59.5%
SGI vs THC
+278.5%
-219.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | +5.3% | +5.9% | -0.5% | +3.5% |
| 30D | +8.2% | +10.8% | -2.7% | +4.9% |
| 3M | -2.2% | +9.4% | -11.7% | -5.0% |
| 6M | -8.4% | +53.3% | -61.7% | -20.3% |
| YTD | -23.4% | +44.2% | -67.6% | -32.8% |
| 1Y | -14.0% | +37.3% | -51.3% | -23.7% |
| 3Y | +78.8% | +421.6% | -342.8% | -5.6% |
| All | +59.5% | +278.5% | -219.0% | -9.2% |
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