+45.4%
THC vs S
+30.9%
+14.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.0% | +2.0% | -1.0% | +1.0% |
| 30D | +5.3% | -2.7% | +8.0% | +5.5% |
| 3M | +7.1% | -6.9% | +14.0% | +7.2% |
| 6M | +46.0% | +38.1% | +8.0% | +45.6% |
| YTD | +43.9% | +48.0% | -4.1% | +43.4% |
| 1Y | +45.4% | +34.5% | +11.0% | +45.7% |
| All | +45.4% | +30.9% | +14.5% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling