+175.0%
SIMO vs THC
+266.8%
-91.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.8% |
| 7D | -16.0% | +8.8% | -24.9% | -17.2% |
| 30D | -35.8% | +10.0% | -45.8% | -36.8% |
| 3M | -26.5% | +11.7% | -38.2% | -27.9% |
| 6M | -33.0% | +52.5% | -85.5% | -38.7% |
| YTD | +84.3% | +46.1% | +38.3% | +69.0% |
| 1Y | +82.0% | +49.1% | +32.9% | +65.8% |
| 3Y | +218.5% | +439.6% | -221.1% | +116.7% |
| 5Y | +175.0% | +263.2% | -88.1% | +105.6% |
| All | +175.0% | +266.8% | -91.8% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling