+130.2%
SRE vs THC
+1,813.2%
-1,683.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.8% | +1.0% | +0.8% | +1.6% |
| 30D | -3.0% | +5.3% | -8.3% | -3.7% |
| 3M | -7.3% | +7.1% | -14.4% | -8.2% |
| 6M | -11.9% | +46.0% | -57.9% | -16.5% |
| YTD | -7.9% | +43.9% | -51.8% | -12.8% |
| 1Y | -11.1% | +45.4% | -56.6% | -16.1% |
| 3Y | +24.8% | +421.3% | -396.5% | -2.1% |
| 5Y | +52.4% | +261.5% | -209.1% | +21.6% |
| All | +130.2% | +1,813.2% | -1,683.1% | +45.4% |
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 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