-64.8%
SPCH vs THC
+58.8%
-123.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.1% | +17.9% | +16.7% |
| 7D | -3.0% | +3.7% | -6.7% | -2.1% |
| 30D | -39.8% | +9.0% | -48.9% | -39.2% |
| 3M | +16.8% | +10.4% | +6.4% | +17.6% |
| All | -64.8% | +58.8% | -123.6% | -65.8% |
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 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 · Available span rolling