+311.1%
SPOT vs THC
+1,132.4%
-821.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | +16.9% | +5.3% | +11.6% | +15.9% |
| 3M | +23.0% | +7.1% | +15.9% | +21.3% |
| 6M | +42.2% | +46.0% | -3.9% | +32.0% |
| YTD | +5.5% | +43.9% | -38.4% | -2.3% |
| 1Y | -5.1% | +45.4% | -50.5% | -12.4% |
| 3Y | +257.9% | +421.3% | -163.4% | +156.7% |
| 5Y | +118.4% | +261.5% | -143.1% | +61.5% |
| All | +311.1% | +1,132.4% | -821.2% | +144.9% |
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