+11.1%
SMR vs THC
+202.0%
-190.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.3% | +17.5% | +15.7% |
| 7D | +21.4% | -2.6% | +23.9% | +21.9% |
| 30D | +13.8% | -1.2% | +15.0% | +13.8% |
| 3M | +3.9% | +58.9% | -55.0% | -8.3% |
| 6M | -4.2% | +9.3% | -13.5% | -7.1% |
| YTD | -21.1% | +30.4% | -51.5% | -27.4% |
| 1Y | -67.1% | +34.6% | -101.7% | -70.1% |
| 3Y | +88.9% | +246.7% | -157.8% | +32.2% |
| All | +11.1% | +202.0% | -190.9% | -21.6% |
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 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