-53.7%
SMR vs THC
+233.5%
-287.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -8.3% | +1.0% | -9.2% | -8.4% |
| 30D | -20.1% | +5.3% | -25.4% | -20.9% |
| 3M | -52.7% | +7.1% | -59.8% | -53.5% |
| 6M | -61.0% | +46.0% | -107.1% | -64.8% |
| YTD | -67.1% | +43.9% | -111.0% | -70.4% |
| 1Y | -79.9% | +45.4% | -125.3% | -81.9% |
| 3Y | +101.7% | +421.3% | -319.6% | +35.5% |
| All | -53.7% | +233.5% | -287.2% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling