+1,054.2%
SMH vs THC
+333.2%
+721.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -6.7% | +8.8% | -15.6% | -8.0% |
| 30D | -19.8% | +10.0% | -29.9% | -21.1% |
| 3M | -15.1% | +11.7% | -26.7% | -16.7% |
| 6M | -14.6% | +52.5% | -67.1% | -20.9% |
| YTD | +34.3% | +46.1% | -11.8% | +24.7% |
| 1Y | +35.2% | +49.1% | -13.9% | +25.1% |
| 3Y | +211.7% | +439.6% | -227.9% | +132.5% |
| 5Y | +240.5% | +263.2% | -22.7% | +163.6% |
| 10Y | +1,487.3% | +1,900.5% | -413.1% | +767.5% |
| All | +1,054.2% | +333.2% | +721.0% | +639.4% |
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