+4,088.9%
SYY vs THC
+559.0%
+3,529.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -3.5% | +7.5% | -11.0% | -4.5% |
| 3M | -9.3% | +7.5% | -16.9% | -10.3% |
| 6M | +5.9% | +46.4% | -40.5% | -0.2% |
| YTD | +6.5% | +44.4% | -37.9% | +0.2% |
| 1Y | +4.0% | +43.4% | -39.4% | -2.2% |
| 3Y | +23.0% | +433.3% | -410.3% | -6.5% |
| 5Y | +14.3% | +262.5% | -248.2% | -10.8% |
| 10Y | +85.8% | +1,871.5% | -1,785.7% | +8.1% |
| All | +4,088.9% | +559.0% | +3,529.9% | +1,848.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling