+226.2%
SU vs THC
+258.4%
-32.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +1.7% | +1.0% | +0.8% | +1.6% |
| 30D | -7.9% | +5.3% | -13.2% | -8.4% |
| 3M | +7.5% | +7.1% | +0.4% | +6.8% |
| 6M | +7.2% | +46.0% | -38.8% | +2.9% |
| YTD | +60.9% | +43.9% | +17.0% | +53.7% |
| 1Y | +63.6% | +45.4% | +18.2% | +55.9% |
| 3Y | +128.9% | +421.3% | -292.4% | +78.8% |
| All | +226.2% | +258.4% | -32.1% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling