+415.5%
SIMO vs THC
+238.5%
+177.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.0% |
| 3M | -12.9% | +64.2% | -77.1% | -20.0% |
| 6M | +110.3% | +8.3% | +102.1% | +108.8% |
| YTD | +178.6% | +33.4% | +145.2% | +163.8% |
| 1Y | +220.0% | +37.7% | +182.3% | +200.1% |
| All | +415.5% | +238.5% | +177.0% | +324.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling