+251.0%
SPOT vs THC
+1,059.3%
-808.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.7% |
| 7D | -6.5% | +4.1% | -10.6% | -7.2% |
| 30D | +2.2% | +3.5% | -1.3% | +1.5% |
| 3M | +5.4% | +61.7% | -56.3% | -3.6% |
| 6M | -4.0% | +11.8% | -15.9% | -6.6% |
| YTD | -9.9% | +35.4% | -45.3% | -15.7% |
| 1Y | -27.3% | +37.0% | -64.3% | -32.3% |
| 3Y | +236.4% | +260.1% | -23.7% | +157.3% |
| 5Y | +112.6% | +262.6% | -150.0% | +57.4% |
| All | +251.0% | +1,059.3% | -808.3% | +111.4% |
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