-2.7%
SPOT vs THC
+51.2%
-53.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.0% | +8.8% | -7.8% | +0.4% |
| 30D | +14.6% | +10.0% | +4.5% | +13.8% |
| 3M | +18.4% | +11.7% | +6.8% | +17.5% |
| 6M | +45.1% | +52.5% | -7.4% | +43.6% |
| YTD | +4.4% | +46.1% | -41.7% | +3.1% |
| 1Y | -2.7% | +49.1% | -51.8% | -4.4% |
| All | -2.7% | +51.2% | -53.9% | -4.4% |
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 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