+398.8%
SN vs THC
+413.3%
-14.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | +7.2% | +3.7% | +3.5% | +6.1% |
| 30D | +20.4% | +9.0% | +11.3% | +17.6% |
| 3M | +23.9% | +10.4% | +13.5% | +20.4% |
| 6M | +93.0% | +45.7% | +47.4% | +73.1% |
| YTD | +99.2% | +42.6% | +56.7% | +78.8% |
| 1Y | +142.6% | +38.8% | +103.8% | +118.6% |
| 3Y | +398.8% | +418.8% | -20.0% | +175.0% |
| All | +398.8% | +413.3% | -14.5% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling