+1,409.0%
SRE vs THC
+244.8%
+1,164.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -7.7% | +12.9% | -20.6% | -9.1% |
| 6M | -14.4% | +52.8% | -67.3% | -18.8% |
| YTD | -9.4% | +47.4% | -56.8% | -13.9% |
| 1Y | -13.8% | +47.7% | -61.6% | -18.3% |
| 3Y | +22.2% | +444.7% | -422.5% | -1.2% |
| 5Y | +50.5% | +269.3% | -218.8% | +23.8% |
| 10Y | +124.1% | +1,913.5% | -1,789.4% | +41.8% |
| All | +1,409.0% | +244.8% | +1,164.1% | +773.5% |
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