+63,606.1%
SU vs THC
+557.1%
+63,049.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.7% | +1.0% | +0.8% | +1.5% |
| 30D | -7.9% | +5.3% | -13.2% | -9.0% |
| 3M | +7.5% | +7.1% | +0.4% | +5.8% |
| 6M | +7.2% | +46.0% | -38.8% | -1.7% |
| YTD | +60.9% | +43.9% | +17.0% | +46.6% |
| 1Y | +63.6% | +45.4% | +18.2% | +48.5% |
| 3Y | +128.9% | +421.3% | -292.4% | +56.0% |
| 5Y | +228.3% | +261.5% | -33.2% | +129.5% |
| 10Y | +240.6% | +1,865.8% | -1,625.3% | +48.8% |
| All | +63,606.1% | +557.1% | +63,049.0% | +13,508.7% |
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