+82.5%
SPY vs THC
+250.3%
-167.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.1% | +1.3% | -1.2% | -0.2% |
| 3M | +2.0% | +64.2% | -62.3% | -6.7% |
| 6M | +13.0% | +8.3% | +4.7% | +10.8% |
| YTD | +13.5% | +33.4% | -19.8% | +7.0% |
| 1Y | +20.0% | +37.7% | -17.7% | +11.9% |
| 3Y | +77.2% | +236.8% | -159.6% | +35.1% |
| All | +82.5% | +250.3% | -167.8% | +36.2% |
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