+68.8%
SPYM vs THC
+255.2%
-186.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -2.7% | +3.7% | -6.4% | -3.3% |
| 30D | -5.4% | +9.0% | -14.4% | -6.7% |
| 3M | -4.1% | +10.4% | -14.5% | -5.7% |
| 6M | +0.8% | +45.7% | -44.9% | -6.0% |
| YTD | +8.8% | +42.6% | -33.8% | +1.2% |
| 1Y | +11.0% | +38.8% | -27.8% | +3.6% |
| 3Y | +75.5% | +418.8% | -343.3% | +22.5% |
| All | +68.8% | +255.2% | -186.4% | +24.4% |
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