+86.7%
SYY vs THC
+1,813.2%
-1,726.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.3% | +1.0% | -0.6% | +0.1% |
| 30D | -4.8% | +5.3% | -10.1% | -5.9% |
| 3M | -7.1% | +7.1% | -14.2% | -8.6% |
| 6M | +6.8% | +46.0% | -39.2% | -2.8% |
| YTD | +7.7% | +43.9% | -36.3% | -2.3% |
| 1Y | +5.7% | +45.4% | -39.8% | -4.6% |
| 3Y | +24.6% | +421.3% | -396.7% | -21.0% |
| 5Y | +15.6% | +261.5% | -245.8% | -23.9% |
| All | +86.7% | +1,813.2% | -1,726.6% | -22.6% |
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