+818.8%
SLB vs THC
+550.9%
+267.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -7.1% | +3.7% | -10.8% | -7.8% |
| 30D | +4.1% | +9.0% | -5.0% | +2.3% |
| 3M | -2.6% | +10.4% | -13.0% | -4.7% |
| 6M | -8.6% | +45.7% | -54.2% | -15.3% |
| YTD | +32.2% | +42.6% | -10.4% | +22.3% |
| 1Y | +40.7% | +38.8% | +1.9% | +30.4% |
| 3Y | -4.5% | +418.8% | -423.4% | -32.2% |
| 5Y | +66.4% | +275.7% | -209.3% | +19.8% |
| 10Y | -15.1% | +1,496.2% | -1,511.3% | -57.2% |
| All | +818.8% | +550.9% | +267.9% | +291.9% |
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