-11.1%
SRE vs THC
+43.7%
-54.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.8% | +1.0% | +0.8% | +1.7% |
| 30D | -3.0% | +5.3% | -8.3% | -3.1% |
| 3M | -7.3% | +7.1% | -14.4% | -7.5% |
| 6M | -11.9% | +46.0% | -57.9% | -13.9% |
| YTD | -7.9% | +43.9% | -51.8% | -9.9% |
| 1Y | -11.1% | +45.4% | -56.6% | -13.4% |
| All | -11.1% | +43.7% | -54.9% | -13.4% |
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