+4,267.1%
SYY vs THC
+508.9%
+3,758.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -2.3% | -0.7% | -1.7% | -2.2% |
| 30D | -4.9% | +1.3% | -6.2% | -5.1% |
| 3M | +8.4% | +64.2% | -55.9% | +0.6% |
| 6M | -7.4% | +8.3% | -15.6% | -8.9% |
| YTD | +11.0% | +33.4% | -22.4% | +5.7% |
| 1Y | -0.2% | +37.7% | -37.9% | -5.7% |
| 3Y | +23.8% | +236.8% | -213.0% | +0.4% |
| 5Y | +18.1% | +249.3% | -231.1% | -7.5% |
| 10Y | +94.6% | +995.2% | -900.7% | +19.9% |
| All | +4,267.1% | +508.9% | +3,758.3% | +1,954.9% |
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