+2,101.2%
SIMO vs THC
+475.9%
+1,625.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.4% |
| 7D | -22.0% | +3.7% | -25.7% | -22.7% |
| 30D | -43.0% | +9.0% | -52.1% | -44.1% |
| 3M | -39.1% | +10.4% | -49.5% | -40.5% |
| 6M | -33.3% | +45.7% | -78.9% | -39.0% |
| YTD | +77.0% | +42.6% | +34.4% | +61.5% |
| 1Y | +73.0% | +38.8% | +34.3% | +58.4% |
| 3Y | +215.7% | +418.8% | -203.1% | +119.7% |
| 5Y | +155.6% | +275.7% | -120.0% | +82.1% |
| 10Y | +388.4% | +1,496.2% | -1,107.9% | +113.9% |
| All | +2,101.2% | +475.9% | +1,625.3% | +660.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling