+240.0%
SPOT vs THC
+253.4%
-13.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.2% |
| 7D | -2.9% | -2.6% | -0.3% | -2.5% |
| 30D | +8.3% | -1.2% | +9.5% | +8.4% |
| 3M | +5.1% | +58.9% | -53.9% | -2.5% |
| 6M | -6.5% | +9.3% | -15.8% | -7.8% |
| YTD | -9.0% | +30.4% | -39.3% | -13.4% |
| 1Y | -26.4% | +34.6% | -61.0% | -30.8% |
| 3Y | +240.0% | +246.7% | -6.6% | +174.6% |
| All | +240.0% | +253.4% | -13.4% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling