-85.6%
SMR vs THC
+46.1%
-131.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.6% | -14.1% | -3.8% |
| 7D | -9.5% | +8.8% | -18.4% | -8.9% |
| 30D | -33.2% | +12.6% | -45.8% | -32.6% |
| 3M | -45.9% | +15.4% | -61.3% | -45.6% |
| 6M | -57.9% | +57.7% | -115.6% | -58.5% |
| YTD | -63.8% | +47.1% | -110.9% | -63.9% |
| 1Y | -85.6% | +40.7% | -126.3% | -85.1% |
| All | -85.6% | +46.1% | -131.7% | -85.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling