-73.1%
SMR vs THC
+40.9%
-113.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +4.4% | -0.7% | +5.1% | +4.4% |
| 30D | +3.4% | +1.3% | +2.1% | +3.4% |
| 3M | -19.2% | +64.2% | -83.4% | -22.0% |
| 6M | -22.6% | +8.3% | -30.9% | -20.1% |
| YTD | -31.5% | +33.4% | -64.9% | -31.2% |
| 1Y | -73.1% | +37.7% | -110.8% | -73.6% |
| All | -73.1% | +40.9% | -113.9% | -73.6% |
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 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