-0.3%
SPOT vs THC
+46.1%
-46.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.6% | -5.0% | +3.9% |
| 7D | +16.6% | +8.8% | +7.7% | +15.8% |
| 30D | +29.9% | +12.6% | +17.3% | +28.9% |
| 3M | +31.3% | +15.4% | +15.9% | +30.1% |
| 6M | +43.2% | +57.7% | -14.5% | +41.6% |
| YTD | +8.1% | +47.1% | -39.0% | +6.9% |
| 1Y | -0.3% | +40.7% | -41.0% | -1.3% |
| All | -0.3% | +46.1% | -46.4% | -1.3% |
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 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