+1,475.7%
SMH vs THC
+1,813.2%
-337.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +4.9% | +1.0% | +4.0% | +4.8% |
| 30D | -13.8% | +5.3% | -19.1% | -14.7% |
| 3M | -17.4% | +7.1% | -24.5% | -18.6% |
| 6M | -15.0% | +46.0% | -61.0% | -21.7% |
| YTD | +35.2% | +43.9% | -8.8% | +24.1% |
| 1Y | +41.6% | +45.4% | -3.8% | +29.6% |
| 3Y | +215.6% | +421.3% | -205.7% | +122.3% |
| 5Y | +233.2% | +261.5% | -28.2% | +143.4% |
| All | +1,475.7% | +1,813.2% | -337.6% | +770.0% |
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 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