+75.0%
SPY vs THC
+413.3%
-338.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -2.7% | +3.7% | -6.4% | -3.1% |
| 30D | -5.4% | +9.0% | -14.4% | -6.4% |
| 3M | -4.1% | +10.4% | -14.5% | -5.3% |
| 6M | +0.7% | +45.7% | -45.0% | -4.2% |
| YTD | +8.7% | +42.6% | -33.9% | +3.3% |
| 1Y | +10.9% | +38.8% | -27.9% | +5.6% |
| 3Y | +75.0% | +418.8% | -343.8% | +37.7% |
| All | +75.0% | +413.3% | -338.3% | +37.7% |
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