+5,805.1%
SPG vs THC
+687.4%
+5,117.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +4.9% | +3.7% | +1.2% | +4.0% |
| 30D | +15.6% | +9.0% | +6.6% | +13.4% |
| 3M | +4.1% | +10.4% | -6.3% | +1.7% |
| 6M | +13.6% | +45.7% | -32.1% | +3.9% |
| YTD | +27.5% | +42.6% | -15.0% | +16.3% |
| 1Y | +32.2% | +38.8% | -6.5% | +20.9% |
| 3Y | +126.0% | +418.8% | -292.8% | +51.5% |
| 5Y | +74.7% | +275.7% | -200.9% | +20.7% |
| 10Y | +112.8% | +1,496.2% | -1,383.4% | +0.4% |
| All | +5,805.1% | +687.4% | +5,117.7% | +2,021.8% |
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 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