+265.7%
SU vs THC
+1,021.1%
-755.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.6% |
| 30D | +9.6% | +1.5% | +8.1% | +9.3% |
| 3M | +11.7% | +59.9% | -48.2% | +1.3% |
| 6M | +21.9% | +11.0% | +10.9% | +18.0% |
| YTD | +58.6% | +32.6% | +26.1% | +47.4% |
| 1Y | +66.5% | +37.4% | +29.1% | +52.9% |
| 3Y | +121.4% | +252.5% | -131.1% | +61.2% |
| 5Y | +355.7% | +262.3% | +93.4% | +213.2% |
| All | +265.7% | +1,021.1% | -755.4% | +87.0% |
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 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