+14.0%
SPGI vs THC
+258.8%
-244.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +14.3% | +7.5% | +6.8% | +12.6% |
| 3M | +14.5% | +7.5% | +7.0% | +12.7% |
| 6M | +17.3% | +46.4% | -29.2% | +8.0% |
| YTD | -4.6% | +44.4% | -48.9% | -12.6% |
| 1Y | +0.8% | +43.4% | -42.7% | -7.8% |
| 3Y | +28.8% | +433.3% | -404.5% | -17.5% |
| 5Y | +14.0% | +262.5% | -248.6% | -22.7% |
| All | +14.0% | +258.8% | -244.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling