+73.0%
SIMO vs THC
+35.6%
+37.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.0% |
| 7D | -22.0% | +3.7% | -25.7% | -21.2% |
| 30D | -43.0% | +9.0% | -52.1% | -42.1% |
| 3M | -39.1% | +10.4% | -49.5% | -37.9% |
| 6M | -33.3% | +45.7% | -78.9% | -30.3% |
| YTD | +77.0% | +42.6% | +34.4% | +80.4% |
| 1Y | +73.0% | +38.8% | +34.3% | +76.8% |
| All | +73.0% | +35.6% | +37.4% | +76.8% |
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