+112.0%
SYY vs THC
+1,002.8%
-890.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.3% |
| 7D | -0.2% | +4.1% | -4.3% | -1.1% |
| 30D | -2.7% | +3.5% | -6.3% | -3.5% |
| 3M | +5.9% | +61.7% | -55.9% | -5.4% |
| 6M | -2.3% | +11.8% | -14.2% | -5.6% |
| YTD | +13.1% | +35.4% | -22.3% | +4.3% |
| 1Y | +3.8% | +37.0% | -33.3% | -5.0% |
| 3Y | +26.7% | +260.1% | -233.3% | -11.4% |
| 5Y | +19.4% | +262.6% | -243.2% | -21.1% |
| 10Y | +112.0% | +1,039.2% | -927.2% | -9.2% |
| All | +112.0% | +1,002.8% | -890.8% | -9.2% |
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 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