+1,097.4%
SMH vs THC
+328.1%
+769.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +12.1% | +0.1% | +11.9% | +12.0% |
| 30D | -14.7% | +7.5% | -22.2% | -15.7% |
| 3M | -14.2% | +7.5% | -21.7% | -15.4% |
| 6M | -10.6% | +46.4% | -57.1% | -16.7% |
| YTD | +39.3% | +44.4% | -5.0% | +29.6% |
| 1Y | +41.6% | +43.4% | -1.9% | +31.8% |
| 3Y | +223.4% | +433.3% | -209.9% | +141.6% |
| 5Y | +243.5% | +262.5% | -19.0% | +166.0% |
| 10Y | +1,506.6% | +1,871.5% | -364.9% | +780.0% |
| All | +1,097.4% | +328.1% | +769.3% | +668.5% |
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 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