+3.8%
SYY vs THC
+40.1%
-36.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.7% |
| 7D | -0.2% | +4.1% | -4.3% | -0.7% |
| 30D | -2.7% | +3.5% | -6.3% | -3.2% |
| 3M | +5.9% | +61.7% | -55.9% | 0.0% |
| 6M | -2.3% | +11.8% | -14.2% | -5.0% |
| YTD | +13.1% | +35.4% | -22.3% | +8.6% |
| 1Y | +3.8% | +37.0% | -33.3% | +0.5% |
| All | +3.8% | +40.1% | -36.3% | +0.5% |
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