+2,502.1%
SOXX vs THC
+83.3%
+2,418.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.4% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -3.1% | +1.5% | -4.7% | -3.5% |
| 3M | -4.4% | +59.9% | -64.3% | -12.8% |
| 6M | +52.9% | +11.0% | +41.9% | +48.3% |
| YTD | +72.0% | +32.6% | +39.4% | +61.1% |
| 1Y | +105.1% | +37.4% | +67.7% | +90.4% |
| 3Y | +220.6% | +252.5% | -31.9% | +147.9% |
| 5Y | +244.8% | +262.3% | -17.5% | +158.9% |
| 10Y | +1,537.1% | +1,015.4% | +521.7% | +792.7% |
| All | +2,502.1% | +83.3% | +2,418.8% | +1,280.3% |
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