+130.8%
SLB vs THC
+250.3%
-119.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +15.8% | +1.3% | +14.6% | +15.6% |
| 3M | -0.3% | +64.2% | -64.6% | -6.2% |
| 6M | +21.3% | +8.3% | +13.1% | +19.5% |
| YTD | +52.3% | +33.4% | +18.9% | +46.2% |
| 1Y | +63.6% | +37.7% | +25.9% | +56.1% |
| 3Y | +3.8% | +236.8% | -233.0% | -12.2% |
| All | +130.8% | +250.3% | -119.5% | +92.7% |
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