+1,253.2%
SMH vs THC
+295.6%
+957.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | -0.5% | +1.3% | -1.7% | -0.7% |
| 3M | -9.6% | +64.2% | -73.9% | -17.0% |
| 6M | +42.1% | +8.3% | +33.8% | +38.9% |
| YTD | +57.4% | +33.4% | +24.1% | +48.6% |
| 1Y | +96.2% | +37.7% | +58.5% | +83.7% |
| 3Y | +267.9% | +236.8% | +31.1% | +194.9% |
| 5Y | +327.7% | +249.3% | +78.4% | +233.3% |
| 10Y | +1,764.6% | +995.2% | +769.4% | +999.9% |
| All | +1,253.2% | +295.6% | +957.6% | +780.6% |
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