+743.1%
SW vs THC
+1,193.1%
-450.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.6% | -5.5% | +3.6% |
| 7D | +12.1% | +8.8% | +3.2% | +11.6% |
| 30D | +6.6% | +12.6% | -6.1% | +5.9% |
| 3M | -6.0% | +15.4% | -21.4% | -6.7% |
| 6M | +21.5% | +57.7% | -36.2% | +18.8% |
| YTD | +20.3% | +47.1% | -26.7% | +18.0% |
| 1Y | +28.1% | +40.7% | -12.5% | +25.8% |
| 3Y | +51.6% | +432.1% | -380.5% | +41.5% |
| 5Y | -0.1% | +301.9% | -302.0% | -6.7% |
| 10Y | +189.7% | +1,546.5% | -1,356.7% | +159.3% |
| All | +743.1% | +1,193.1% | -450.1% | +720.2% |
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