+21.5%
SW vs THC
+61.5%
-40.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.6% | -5.5% | +0.6% |
| 7D | +12.1% | +8.8% | +3.2% | +8.5% |
| 30D | +6.6% | +12.6% | -6.1% | +1.7% |
| 3M | -6.0% | +15.4% | -21.4% | -11.4% |
| 6M | +21.5% | +57.7% | -36.2% | -2.5% |
| All | +21.5% | +61.5% | -40.1% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling