+124.1%
SRE vs THC
+1,879.5%
-1,755.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -5.6% | +0.2% | -5.9% | -5.7% |
| 30D | -4.5% | +9.0% | -13.5% | -5.6% |
| 3M | -7.7% | +12.9% | -20.6% | -9.2% |
| 6M | -14.4% | +52.8% | -67.3% | -19.3% |
| YTD | -9.4% | +47.4% | -56.8% | -14.5% |
| 1Y | -13.8% | +47.7% | -61.6% | -18.8% |
| 3Y | +22.2% | +444.7% | -422.5% | -4.4% |
| 5Y | +50.5% | +269.3% | -218.8% | +20.0% |
| 10Y | +124.1% | +1,913.5% | -1,789.4% | +46.0% |
| All | +124.1% | +1,879.5% | -1,755.4% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling