+127.4%
SRE vs THC
+961.7%
-834.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.0% |
| 7D | +1.4% | -2.6% | +4.0% | +1.7% |
| 30D | +1.9% | -1.2% | +3.1% | +2.0% |
| 3M | -3.3% | +58.9% | -62.2% | -9.1% |
| 6M | -6.4% | +9.3% | -15.8% | -8.1% |
| YTD | -1.8% | +30.4% | -32.2% | -5.9% |
| 1Y | +10.7% | +34.6% | -23.9% | +5.5% |
| 3Y | +31.8% | +246.7% | -214.9% | +8.9% |
| 5Y | +49.2% | +244.5% | -195.3% | +19.7% |
| All | +127.4% | +961.7% | -834.4% | +49.6% |
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