+308.7%
SPGI vs THC
+1,000.2%
-691.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +8.4% | +1.3% | +7.1% | +8.2% |
| 3M | +11.8% | +64.2% | -52.4% | +3.6% |
| 6M | +5.7% | +8.3% | -2.6% | +3.8% |
| YTD | -9.7% | +33.4% | -43.1% | -14.4% |
| 1Y | -12.5% | +37.7% | -50.1% | -17.7% |
| 3Y | +21.8% | +236.8% | -215.0% | -2.0% |
| 5Y | +8.2% | +249.3% | -241.1% | -15.8% |
| All | +308.7% | +1,000.2% | -691.6% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling