+5.7%
SYY vs THC
+43.7%
-38.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.3% | +1.0% | -0.6% | +0.2% |
| 30D | -4.8% | +5.3% | -10.1% | -5.5% |
| 3M | -7.1% | +7.1% | -14.2% | -8.0% |
| 6M | +6.8% | +46.0% | -39.2% | +2.1% |
| YTD | +7.7% | +43.9% | -36.3% | +3.0% |
| 1Y | +5.7% | +45.4% | -39.8% | +1.4% |
| All | +5.7% | +43.7% | -38.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling