+447.8%
SN vs THC
+280.4%
+167.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +1.5% | +1.0% | +0.6% | +1.3% |
| 30D | +21.5% | +5.3% | +16.2% | +19.9% |
| 3M | +20.0% | +7.1% | +12.9% | +17.7% |
| 6M | +119.9% | +46.0% | +73.9% | +98.1% |
| YTD | +102.3% | +43.9% | +58.4% | +82.0% |
| 1Y | +148.0% | +45.4% | +102.5% | +121.8% |
| 3Y | +450.0% | +421.3% | +28.7% | +248.0% |
| All | +447.8% | +280.4% | +167.4% | +250.5% |
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