+958.5%
SLB vs THC
+508.9%
+449.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.4% |
| 3M | -0.3% | +64.2% | -64.6% | -9.3% |
| 6M | +21.3% | +8.3% | +13.1% | +18.6% |
| YTD | +52.3% | +33.4% | +18.9% | +42.9% |
| 1Y | +63.6% | +37.7% | +25.9% | +52.0% |
| 3Y | +3.8% | +236.8% | -233.0% | -20.3% |
| 5Y | +128.6% | +249.3% | -120.6% | +66.7% |
| 10Y | -3.1% | +995.2% | -998.3% | -48.1% |
| All | +958.5% | +508.9% | +449.6% | +358.0% |
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 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