+59.8%
SO vs THC
+250.3%
-190.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -4.6% | +1.3% | -5.8% | -4.7% |
| 3M | -3.0% | +64.2% | -67.3% | -6.8% |
| 6M | -8.3% | +8.3% | -16.5% | -9.1% |
| YTD | +3.5% | +33.4% | -29.9% | +0.8% |
| 1Y | -0.9% | +37.7% | -38.6% | -3.9% |
| 3Y | +45.4% | +236.8% | -191.4% | +28.2% |
| All | +59.8% | +250.3% | -190.5% | +35.7% |
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