-55.1%
SNAP vs THC
+428.0%
-483.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | -7.3% | +7.5% | -14.8% | -8.6% |
| 30D | -18.9% | +9.6% | -28.5% | -20.3% |
| 3M | -5.3% | +10.3% | -15.5% | -7.2% |
| 6M | -16.9% | +51.8% | -68.7% | -24.3% |
| YTD | -37.4% | +45.4% | -82.9% | -42.8% |
| 1Y | -38.5% | +40.8% | -79.3% | -43.5% |
| 3Y | -55.1% | +448.8% | -503.9% | -72.5% |
| All | -55.1% | +428.0% | -483.0% | -72.5% |
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 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