-14.8%
SKHY vs THC
+40.6%
-55.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.6% | -14.7% | +0.9% |
| 7D | -13.1% | +8.8% | -22.0% | -7.9% |
| 30D | -26.6% | +12.6% | -39.3% | -20.4% |
| 3M | -7.3% | +15.4% | -22.7% | +3.1% |
| All | -14.8% | +40.6% | -55.5% | +21.3% |
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 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 · Available span rolling