+388.8%
SIMO vs THC
+1,813.2%
-1,424.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | +4.1% | +1.0% | +3.2% | +4.0% |
| 30D | -24.0% | +5.3% | -29.3% | -24.6% |
| 3M | -31.8% | +7.1% | -38.9% | -32.6% |
| 6M | -36.9% | +46.0% | -82.9% | -41.0% |
| YTD | +84.8% | +43.9% | +40.9% | +72.2% |
| 1Y | +99.0% | +45.4% | +53.5% | +84.9% |
| 3Y | +217.9% | +421.3% | -203.3% | +140.6% |
| 5Y | +171.5% | +261.5% | -90.0% | +110.9% |
| All | +388.8% | +1,813.2% | -1,424.5% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling