+311.5%
SPY vs THC
+952.2%
-640.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.2% |
| 7D | +0.5% | -2.6% | +3.1% | +0.9% |
| 30D | -0.9% | -1.2% | +0.2% | -0.8% |
| 3M | +3.9% | +58.9% | -55.0% | -3.1% |
| 6M | +14.5% | +9.3% | +5.2% | +12.3% |
| YTD | +12.9% | +30.4% | -17.4% | +7.7% |
| 1Y | +19.4% | +34.6% | -15.2% | +13.0% |
| 3Y | +78.5% | +246.7% | -168.2% | +44.9% |
| 5Y | +81.8% | +244.5% | -162.8% | +43.6% |
| 10Y | +311.5% | +950.1% | -638.6% | +167.6% |
| All | +311.5% | +952.2% | -640.7% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling