+481.4%
SIMO vs THC
+1,000.2%
-518.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.6% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | +4.1% | +1.3% | +2.8% | +3.9% |
| 3M | -12.9% | +64.2% | -77.1% | -19.6% |
| 6M | +110.3% | +8.3% | +102.1% | +106.0% |
| YTD | +178.6% | +33.4% | +145.2% | +163.7% |
| 1Y | +220.0% | +37.7% | +182.3% | +200.9% |
| 3Y | +409.0% | +236.8% | +172.2% | +314.9% |
| 5Y | +277.3% | +249.3% | +28.1% | +198.4% |
| All | +481.4% | +1,000.2% | -518.8% | +274.2% |
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 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