+125.7%
SU vs THC
+258.2%
-132.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.5% |
| 7D | +1.6% | +4.1% | -2.5% | +1.4% |
| 30D | +10.7% | +3.5% | +7.2% | +10.6% |
| 3M | +13.5% | +61.7% | -48.2% | +10.4% |
| 6M | +21.8% | +11.8% | +10.0% | +21.8% |
| YTD | +58.8% | +35.4% | +23.4% | +55.5% |
| 1Y | +72.0% | +37.0% | +35.0% | +67.8% |
| All | +125.7% | +258.2% | -132.5% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling