+573.2%
SPMO vs THC
+609.1%
-35.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -0.4% | +1.3% | -1.6% | -0.5% |
| 3M | -1.9% | +64.2% | -66.1% | -7.8% |
| 6M | +25.0% | +8.3% | +16.8% | +23.2% |
| YTD | +26.0% | +33.4% | -7.4% | +20.9% |
| 1Y | +28.7% | +37.7% | -9.0% | +22.7% |
| 3Y | +160.9% | +236.8% | -75.9% | +121.6% |
| 5Y | +147.9% | +249.3% | -101.3% | +105.2% |
| 10Y | +518.9% | +995.2% | -476.3% | +332.2% |
| All | +573.2% | +609.1% | -35.8% | +370.3% |
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