+950.1%
THC vs SAN
+338.5%
+611.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -2.6% | +3.3% | -5.9% | -4.2% |
| 30D | -1.2% | +1.1% | -2.3% | -1.8% |
| 3M | +58.9% | +22.2% | +36.7% | +43.4% |
| 6M | +9.3% | +36.0% | -26.7% | -7.4% |
| YTD | +30.4% | +28.2% | +2.1% | +11.8% |
| 1Y | +34.6% | +54.1% | -19.5% | +3.9% |
| 3Y | +246.7% | +354.2% | -107.6% | +39.0% |
| 5Y | +244.5% | +387.3% | -142.7% | +24.1% |
| 10Y | +950.1% | +334.8% | +615.3% | +265.9% |
| All | +950.1% | +338.5% | +611.6% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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