+1,800.1%
THC vs SAN
+267.2%
+1,532.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | -1.0% |
| 7D | +7.5% | +8.7% | -1.2% | +3.2% |
| 30D | +9.6% | -6.5% | +16.1% | +12.8% |
| 3M | +10.3% | -14.2% | +24.4% | +18.0% |
| 6M | +51.8% | +2.7% | +49.1% | +47.7% |
| YTD | +45.4% | +8.9% | +36.6% | +34.2% |
| 1Y | +40.8% | +23.4% | +17.4% | +21.1% |
| 3Y | +448.8% | +257.9% | +190.9% | +147.6% |
| 5Y | +263.4% | +297.8% | -34.4% | +45.1% |
| 10Y | +1,800.1% | +259.6% | +1,540.5% | +643.6% |
| All | +1,800.1% | +267.2% | +1,532.8% | +643.6% |
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