-27.3%
SPOT vs THC
+40.1%
-67.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.3% |
| 7D | -6.5% | +4.1% | -10.6% | -6.7% |
| 30D | +2.2% | +3.5% | -1.3% | +2.0% |
| 3M | +5.4% | +61.7% | -56.3% | +4.7% |
| 6M | -4.0% | +11.8% | -15.9% | -3.6% |
| YTD | -9.9% | +35.4% | -45.3% | -10.6% |
| 1Y | -27.3% | +37.0% | -64.3% | -27.8% |
| All | -27.3% | +40.1% | -67.4% | -27.8% |
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