+61,246.3%
SU vs THC
+508.9%
+60,737.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +3.6% | -0.7% | +4.2% | +3.7% |
| 30D | +7.9% | +1.3% | +6.6% | +7.6% |
| 3M | +3.5% | +64.2% | -60.7% | -6.8% |
| 6M | +19.0% | +8.3% | +10.7% | +15.5% |
| YTD | +55.0% | +33.4% | +21.6% | +43.7% |
| 1Y | +71.2% | +37.7% | +33.5% | +57.1% |
| 3Y | +117.4% | +236.8% | -119.4% | +61.6% |
| 5Y | +335.2% | +249.3% | +85.9% | +206.1% |
| 10Y | +248.7% | +995.2% | -746.5% | +68.9% |
| All | +61,246.3% | +508.9% | +60,737.4% | +13,239.8% |
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 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