+72.6%
SPY vs THC
+258.4%
-185.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | -2.0% | +5.3% | -7.3% | -2.9% |
| 3M | -2.8% | +7.1% | -9.9% | -4.0% |
| 6M | +2.1% | +46.0% | -43.9% | -4.8% |
| YTD | +11.5% | +43.9% | -32.4% | +3.5% |
| 1Y | +13.5% | +45.4% | -32.0% | +5.0% |
| 3Y | +77.7% | +421.3% | -343.6% | +23.6% |
| All | +72.6% | +258.4% | -185.8% | +27.2% |
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