-49.5%
SMR vs THC
+230.3%
-279.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.1% | +17.3% | +16.5% |
| 7D | -9.6% | +3.7% | -13.3% | -10.3% |
| 30D | -33.8% | +9.0% | -42.8% | -35.0% |
| 3M | -46.4% | +10.4% | -56.8% | -47.7% |
| 6M | -62.4% | +45.7% | -108.1% | -66.1% |
| YTD | -64.1% | +42.6% | -106.7% | -67.7% |
| 1Y | -84.3% | +38.8% | -123.1% | -85.8% |
| 3Y | +55.8% | +418.8% | -363.0% | +5.0% |
| All | -49.5% | +230.3% | -279.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling