-79.2%
SNAP vs THC
+1,411.7%
-1,490.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.0% | -12.0% | -13.6% |
| 7D | -10.4% | +5.9% | -16.3% | -11.5% |
| 30D | -11.9% | +10.8% | -22.8% | -14.0% |
| 3M | -4.5% | +9.4% | -13.9% | -6.7% |
| 6M | -16.7% | +53.3% | -70.0% | -25.7% |
| YTD | -36.9% | +44.2% | -81.1% | -43.4% |
| 1Y | -30.3% | +37.3% | -67.6% | -36.9% |
| 3Y | -52.5% | +421.6% | -474.1% | -69.9% |
| 5Y | -90.4% | +279.8% | -370.2% | -93.6% |
| All | -79.2% | +1,411.7% | -1,490.9% | -88.9% |
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