+86.2%
SU vs THC
+46.1%
+40.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.6% | -14.1% | -3.4% |
| 7D | -7.1% | +8.8% | -15.9% | -6.1% |
| 30D | +4.8% | +12.6% | -7.9% | +6.2% |
| 3M | +12.5% | +15.4% | -2.9% | +14.6% |
| 6M | +6.5% | +57.7% | -51.2% | +12.6% |
| YTD | +65.8% | +47.1% | +18.7% | +72.8% |
| 1Y | +86.2% | +40.7% | +45.5% | +94.0% |
| All | +86.2% | +46.1% | +40.0% | +94.0% |
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