-90.5%
SNAP vs THC
+266.8%
-357.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -10.6% | +8.8% | -19.4% | -13.3% |
| 30D | -19.7% | +10.0% | -29.8% | -22.5% |
| 3M | -6.5% | +11.7% | -18.2% | -10.8% |
| 6M | -17.8% | +52.5% | -70.2% | -31.7% |
| YTD | -38.0% | +46.1% | -84.1% | -48.6% |
| 1Y | -42.5% | +49.1% | -91.6% | -53.0% |
| 3Y | -55.8% | +439.6% | -495.5% | -83.1% |
| 5Y | -90.5% | +263.2% | -353.7% | -96.0% |
| All | -90.5% | +266.8% | -357.4% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling