+1,789.8%
SMH vs THC
+1,021.1%
+768.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -2.2% | +1.5% | -3.8% | -2.6% |
| 3M | -1.9% | +59.9% | -61.8% | -10.7% |
| 6M | +41.0% | +11.0% | +30.0% | +36.8% |
| YTD | +55.6% | +32.6% | +23.0% | +45.6% |
| 1Y | +86.8% | +37.4% | +49.4% | +73.1% |
| 3Y | +277.7% | +252.5% | +25.1% | +188.5% |
| 5Y | +324.2% | +262.3% | +61.8% | +213.9% |
| All | +1,789.8% | +1,021.1% | +768.7% | +999.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling