+4,901.1%
SNPS vs THC
+599.5%
+4,301.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -11.0% | -0.7% | -10.4% | -11.0% |
| 30D | -1.7% | +1.3% | -3.0% | -2.0% |
| 3M | -20.4% | +64.2% | -84.6% | -25.4% |
| 6M | -8.6% | +8.3% | -16.9% | -10.1% |
| YTD | -16.2% | +33.4% | -49.5% | -19.9% |
| 1Y | -34.6% | +37.7% | -72.2% | -37.8% |
| 3Y | -14.5% | +236.8% | -251.3% | -28.0% |
| 5Y | +17.0% | +249.3% | -232.3% | -3.8% |
| 10Y | +560.0% | +995.2% | -435.2% | +330.5% |
| All | +4,901.1% | +599.5% | +4,301.6% | +2,205.5% |
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 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