-12.4%
SOUN vs THC
+252.6%
-265.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -1.9% |
| 7D | -4.1% | -2.6% | -1.5% | -3.4% |
| 30D | -18.1% | -1.2% | -16.9% | -17.8% |
| 3M | -12.3% | +58.9% | -71.2% | -25.0% |
| 6M | -18.6% | +9.3% | -27.9% | -21.7% |
| YTD | -34.1% | +30.4% | -64.5% | -40.8% |
| 1Y | -57.0% | +34.6% | -91.6% | -61.9% |
| 3Y | +185.7% | +246.7% | -61.0% | +75.9% |
| All | -12.4% | +252.6% | -265.0% | -20.4% |
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 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