-18.0%
SGI vs THC
+50.5%
-68.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.2% |
| 7D | +1.0% | +3.7% | -2.7% | +0.1% |
| 30D | +3.9% | +9.0% | -5.1% | +2.0% |
| 3M | -0.8% | +10.4% | -11.2% | -3.2% |
| 6M | -18.0% | +45.7% | -63.6% | -29.3% |
| All | -18.0% | +50.5% | -68.4% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling