+5,256.9%
SPG vs THC
+636.6%
+4,620.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -6.8% | +1.3% | -8.1% | -7.1% |
| 3M | +2.7% | +64.2% | -61.6% | -8.1% |
| 6M | +5.5% | +8.3% | -2.8% | +2.7% |
| YTD | +15.7% | +33.4% | -17.7% | +7.2% |
| 1Y | +20.9% | +37.7% | -16.8% | +10.7% |
| 3Y | +112.4% | +236.8% | -124.4% | +55.9% |
| 5Y | +101.4% | +249.3% | -147.9% | +41.2% |
| 10Y | +60.6% | +995.2% | -934.6% | -19.3% |
| All | +5,256.9% | +636.6% | +4,620.3% | +1,856.0% |
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