+334.3%
SPGI vs THC
+1,325.8%
-991.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -0.9% | +7.5% | -8.3% | -2.0% |
| 30D | +15.5% | +9.6% | +6.0% | +13.9% |
| 3M | +15.7% | +10.3% | +5.4% | +13.9% |
| 6M | +19.1% | +51.8% | -32.7% | +11.2% |
| YTD | -4.1% | +45.4% | -49.5% | -10.4% |
| 1Y | +1.2% | +40.8% | -39.6% | -5.2% |
| 3Y | +31.6% | +448.8% | -417.2% | -2.2% |
| 5Y | +12.4% | +263.4% | -250.9% | -13.6% |
| 10Y | +334.3% | +1,800.1% | -1,465.8% | +155.7% |
| All | +334.3% | +1,325.8% | -991.5% | +155.7% |
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