+194.9%
SO vs THC
+1,758.3%
-1,563.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | +0.1% |
| 7D | -0.1% | +8.8% | -8.9% | -0.8% |
| 30D | +8.7% | +10.0% | -1.4% | +7.8% |
| 3M | +3.4% | +11.7% | -8.3% | +2.3% |
| 6M | +3.7% | +52.5% | -48.8% | -0.2% |
| YTD | +10.0% | +46.1% | -36.0% | +6.0% |
| 1Y | +6.6% | +49.1% | -42.5% | +2.4% |
| 3Y | +52.5% | +439.6% | -387.1% | +29.4% |
| 5Y | +76.1% | +263.2% | -187.1% | +51.2% |
| 10Y | +194.9% | +1,900.5% | -1,705.6% | +123.6% |
| All | +194.9% | +1,758.3% | -1,563.4% | +123.6% |
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