+4,206.5%
SYY vs THC
+563.9%
+3,642.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | -4.1% | +7.5% | -11.6% | -5.1% |
| 30D | +0.3% | +9.6% | -9.3% | -1.0% |
| 3M | -6.3% | +10.3% | -16.6% | -7.7% |
| 6M | +9.7% | +51.8% | -42.1% | +2.8% |
| YTD | +9.4% | +45.4% | -36.0% | +2.9% |
| 1Y | +7.3% | +40.8% | -33.5% | +1.1% |
| 3Y | +27.6% | +448.8% | -421.2% | -3.4% |
| 5Y | +12.5% | +263.4% | -250.8% | -12.2% |
| 10Y | +87.4% | +1,800.1% | -1,712.7% | +9.4% |
| All | +4,206.5% | +563.9% | +3,642.6% | +1,900.7% |
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