+331.4%
THC vs S
-48.9%
+380.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.0% | +0.7% |
| 7D | +7.5% | +1.6% | +5.9% | +7.1% |
| 30D | +9.6% | -10.5% | +20.0% | +11.2% |
| 3M | +10.3% | +9.9% | +0.3% | +7.5% |
| 6M | +51.8% | +41.8% | +10.0% | +40.7% |
| YTD | +45.4% | +56.8% | -11.4% | +31.2% |
| 1Y | +40.8% | +39.0% | +1.8% | +29.5% |
| 3Y | +448.8% | +53.8% | +395.0% | +372.7% |
| 5Y | +263.4% | -68.6% | +332.0% | +259.5% |
| All | +331.4% | -48.9% | +380.3% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling