+306.8%
SPOT vs THC
+1,150.6%
-843.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.0% | +8.8% | -7.8% | -0.5% |
| 30D | +14.6% | +10.0% | +4.5% | +12.7% |
| 3M | +18.4% | +11.7% | +6.8% | +16.0% |
| 6M | +45.1% | +52.5% | -7.4% | +33.7% |
| YTD | +4.4% | +46.1% | -41.7% | -3.6% |
| 1Y | -2.7% | +49.1% | -51.8% | -10.6% |
| 3Y | +254.6% | +439.6% | -185.1% | +152.7% |
| 5Y | +124.8% | +263.2% | -138.4% | +66.0% |
| All | +306.8% | +1,150.6% | -843.8% | +141.7% |
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