+425.4%
SN vs THC
+280.9%
+144.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +3.8% | +5.9% | -2.0% | +2.3% |
| 30D | +17.5% | +10.8% | +6.7% | +14.5% |
| 3M | +19.2% | +9.4% | +9.8% | +16.3% |
| 6M | +84.9% | +53.3% | +31.7% | +64.4% |
| YTD | +94.0% | +44.2% | +49.9% | +74.5% |
| 1Y | +151.3% | +37.3% | +114.0% | +128.1% |
| 3Y | +387.1% | +421.6% | -34.5% | +208.4% |
| All | +425.4% | +280.9% | +144.5% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling