+6,268.1%
SO vs THC
+550.9%
+5,717.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -1.5% | +3.7% | -5.2% | -1.7% |
| 30D | +8.1% | +9.0% | -1.0% | +7.4% |
| 3M | +0.2% | +10.4% | -10.2% | -0.5% |
| 6M | +0.4% | +45.7% | -45.3% | -2.3% |
| YTD | +8.5% | +42.6% | -34.1% | +5.5% |
| 1Y | +4.9% | +38.8% | -33.8% | +2.1% |
| 3Y | +47.9% | +418.8% | -370.9% | +30.7% |
| 5Y | +75.7% | +275.7% | -200.0% | +56.0% |
| 10Y | +178.0% | +1,496.2% | -1,318.2% | +114.2% |
| All | +6,268.1% | +550.9% | +5,717.2% | +4,519.9% |
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