+264.0%
SPOT vs THC
+1,042.0%
-777.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.3% |
| 7D | -0.9% | -0.7% | -0.3% | -0.8% |
| 30D | +12.5% | +1.3% | +11.2% | +12.2% |
| 3M | +9.9% | +64.2% | -54.4% | +0.3% |
| 6M | +1.6% | +8.3% | -6.7% | -0.6% |
| YTD | -6.6% | +33.4% | -40.0% | -12.3% |
| 1Y | -22.9% | +37.7% | -60.6% | -28.3% |
| 3Y | +244.3% | +236.8% | +7.5% | +166.4% |
| 5Y | +117.8% | +249.3% | -131.4% | +62.2% |
| All | +264.0% | +1,042.0% | -777.9% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling