+118.5%
SPOT vs THC
+262.3%
-143.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | +2.5% | +7.5% | -4.9% | +0.6% |
| 30D | +15.1% | +9.6% | +5.6% | +12.4% |
| 3M | +24.8% | +10.3% | +14.5% | +21.4% |
| 6M | +45.8% | +51.8% | -6.0% | +29.4% |
| YTD | +4.9% | +45.4% | -40.5% | -6.7% |
| 1Y | -1.3% | +40.8% | -42.1% | -11.7% |
| 3Y | +257.7% | +448.8% | -191.1% | +95.7% |
| 5Y | +118.5% | +263.4% | -144.9% | +26.9% |
| All | +118.5% | +262.3% | -143.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling