+32.4%
SWKS vs THC
+1,325.8%
-1,293.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -2.7% | +7.5% | -10.2% | -4.3% |
| 30D | +8.5% | +9.6% | -1.1% | +6.3% |
| 3M | +17.3% | +10.3% | +7.0% | +14.5% |
| 6M | +25.1% | +51.8% | -26.7% | +13.3% |
| YTD | +33.3% | +45.4% | -12.1% | +20.9% |
| 1Y | +22.9% | +40.8% | -17.9% | +12.0% |
| 3Y | +5.5% | +448.8% | -443.3% | -29.5% |
| 5Y | -41.9% | +263.4% | -305.3% | -59.2% |
| 10Y | +32.4% | +1,800.1% | -1,767.6% | -34.6% |
| All | +32.4% | +1,325.8% | -1,293.3% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling