+1,408.0%
SRE vs THC
+233.5%
+1,174.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -9.2% | +3.7% | -12.9% | -9.6% |
| 30D | -1.9% | +9.0% | -11.0% | -2.9% |
| 3M | -6.5% | +10.4% | -16.9% | -7.7% |
| 6M | -15.2% | +45.7% | -60.9% | -19.1% |
| YTD | -9.5% | +42.6% | -52.0% | -13.7% |
| 1Y | -13.2% | +38.8% | -52.0% | -17.1% |
| 3Y | +19.5% | +418.8% | -399.3% | -2.9% |
| 5Y | +43.6% | +275.7% | -232.1% | +17.9% |
| 10Y | +109.9% | +1,496.2% | -1,386.3% | +35.6% |
| All | +1,408.0% | +233.5% | +1,174.5% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling