+286.7%
SMH vs THC
+253.4%
+33.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.5% |
| 7D | +5.2% | -2.6% | +7.8% | +5.6% |
| 30D | -1.5% | -1.2% | -0.4% | -1.4% |
| 3M | -4.1% | +58.9% | -63.0% | -12.9% |
| 6M | +50.8% | +9.3% | +41.4% | +48.2% |
| YTD | +59.3% | +30.4% | +28.9% | +49.8% |
| 1Y | +94.1% | +34.6% | +59.5% | +80.1% |
| 3Y | +286.7% | +246.7% | +40.1% | +201.5% |
| All | +286.7% | +253.4% | +33.3% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling