+197.2%
SO vs THC
+1,859.7%
-1,662.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +0.8% | +0.2% | +0.5% | +0.8% |
| 30D | +7.8% | +9.0% | -1.2% | +7.0% |
| 3M | +2.9% | +12.9% | -10.0% | +1.8% |
| 6M | +2.5% | +52.8% | -50.4% | -1.4% |
| YTD | +10.3% | +47.4% | -37.2% | +6.1% |
| 1Y | +6.4% | +47.7% | -41.4% | +2.2% |
| 3Y | +52.8% | +444.7% | -391.9% | +29.4% |
| 5Y | +78.7% | +269.3% | -190.6% | +53.0% |
| All | +197.2% | +1,859.7% | -1,662.4% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling