+193.0%
SOUN vs THC
+261.6%
-68.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | +4.8% | +1.3% | +3.6% | +4.3% |
| 3M | -15.9% | +64.2% | -80.1% | -30.9% |
| 6M | -17.4% | +8.3% | -25.7% | -20.3% |
| YTD | -32.4% | +33.4% | -65.8% | -40.8% |
| 1Y | -49.3% | +37.7% | -87.0% | -56.5% |
| All | +193.0% | +261.6% | -68.6% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling