-20.7%
SNAP vs THC
+46.1%
-66.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.6% | -3.7% | +5.7% |
| 7D | -0.7% | +8.8% | -9.5% | -0.9% |
| 30D | +5.5% | +12.6% | -7.1% | +5.4% |
| 3M | +2.2% | +15.4% | -13.1% | +1.9% |
| 6M | -4.1% | +57.7% | -61.7% | -4.2% |
| YTD | -26.6% | +47.1% | -73.7% | -25.6% |
| 1Y | -20.7% | +40.7% | -61.4% | -20.0% |
| All | -20.7% | +46.1% | -66.9% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling