+73.6%
SLB vs THC
+267.4%
-193.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +4.5% | +9.0% | -4.5% | +3.4% |
| 3M | -4.6% | +12.9% | -17.5% | -6.1% |
| 6M | -6.3% | +52.8% | -59.1% | -11.4% |
| YTD | +35.0% | +47.4% | -12.5% | +27.7% |
| 1Y | +38.8% | +47.7% | -8.9% | +31.1% |
| 3Y | +3.3% | +444.7% | -441.4% | -17.8% |
| 5Y | +73.6% | +269.3% | -195.6% | +42.0% |
| All | +73.6% | +267.4% | -193.7% | +42.0% |
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