+2.2%
SPGI vs THC
+51.2%
-49.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.5% |
| 7D | +1.6% | +8.8% | -7.3% | +1.0% |
| 30D | +16.1% | +10.0% | +6.0% | +15.4% |
| 3M | +15.5% | +11.7% | +3.8% | +14.7% |
| 6M | +19.6% | +52.5% | -32.8% | +17.5% |
| YTD | -3.6% | +46.1% | -49.7% | -4.1% |
| 1Y | +2.2% | +49.1% | -46.9% | +1.8% |
| All | +2.2% | +51.2% | -49.0% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling