+5,976.4%
SO vs THC
+508.9%
+5,467.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 6M | -8.3% | +8.3% | -16.5% | -9.0% |
| YTD | +3.5% | +33.4% | -29.9% | +1.1% |
| 1Y | -0.9% | +37.7% | -38.6% | -3.5% |
| 3Y | +45.4% | +236.8% | -191.4% | +32.1% |
| 5Y | +59.6% | +249.3% | -189.6% | +42.4% |
| 10Y | +156.6% | +995.2% | -838.6% | +102.0% |
| All | +5,976.4% | +508.9% | +5,467.5% | +4,330.4% |
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 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