+3,365.1%
SIMO vs THC
+438.7%
+2,926.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -12.9% | +64.2% | -77.1% | -21.8% |
| 6M | +110.3% | +8.3% | +102.1% | +104.0% |
| YTD | +178.6% | +33.4% | +145.2% | +158.4% |
| 1Y | +220.0% | +37.7% | +182.3% | +194.3% |
| 3Y | +409.0% | +236.8% | +172.2% | +285.0% |
| 5Y | +277.3% | +249.3% | +28.1% | +172.8% |
| 10Y | +506.6% | +995.2% | -488.6% | +188.4% |
| All | +3,365.1% | +438.7% | +2,926.3% | +1,116.6% |
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 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