+239.3%
SLV vs THC
+743.2%
-503.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +5.1% | +3.7% | +1.4% | +4.9% |
| 30D | -12.9% | +9.0% | -22.0% | -13.3% |
| 3M | -16.1% | +10.4% | -26.5% | -16.6% |
| 6M | -33.2% | +45.7% | -78.8% | -34.7% |
| YTD | -27.2% | +42.6% | -69.8% | -28.9% |
| 1Y | +7.6% | +38.8% | -31.1% | +5.3% |
| 3Y | +122.3% | +418.8% | -296.5% | +101.9% |
| 5Y | +109.7% | +275.7% | -166.0% | +91.3% |
| 10Y | +168.4% | +1,496.2% | -1,327.8% | +119.6% |
| All | +239.3% | +743.2% | -503.9% | +129.4% |
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