+438.7%
SN vs THC
+428.0%
+10.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.4% |
| 7D | +7.6% | +7.5% | +0.2% | +5.6% |
| 30D | +24.1% | +9.6% | +14.5% | +21.1% |
| 3M | +23.7% | +10.3% | +13.5% | +20.3% |
| 6M | +105.5% | +51.8% | +53.7% | +82.4% |
| YTD | +105.1% | +45.4% | +59.7% | +83.3% |
| 1Y | +148.3% | +40.8% | +107.5% | +123.1% |
| 3Y | +438.7% | +448.8% | -10.1% | +205.8% |
| All | +438.7% | +428.0% | +10.7% | +205.8% |
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