-7.7%
SRE vs THC
+46.1%
-53.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.6% | -12.5% | -3.2% |
| 7D | -2.1% | +8.8% | -10.9% | -2.4% |
| 30D | +6.1% | +12.6% | -6.6% | +5.6% |
| 3M | -3.5% | +15.4% | -18.9% | -4.2% |
| 6M | -10.8% | +57.7% | -68.5% | -13.3% |
| YTD | -4.0% | +47.1% | -51.0% | -6.2% |
| 1Y | -7.7% | +40.7% | -48.3% | -9.4% |
| All | -7.7% | +46.1% | -53.8% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling