+1,913.5%
THC vs SAN
+275.0%
+1,638.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.2% |
| 7D | +0.2% | +3.4% | -3.2% | -1.5% |
| 30D | +9.0% | -6.3% | +15.3% | +12.1% |
| 3M | +12.9% | -14.1% | +27.0% | +20.8% |
| 6M | +52.8% | +4.2% | +48.7% | +47.7% |
| YTD | +47.4% | +9.0% | +38.4% | +35.9% |
| 1Y | +47.7% | +18.8% | +29.0% | +29.8% |
| 3Y | +444.7% | +252.0% | +192.6% | +147.6% |
| 5Y | +269.3% | +299.5% | -30.2% | +46.7% |
| 10Y | +1,913.5% | +276.7% | +1,636.9% | +669.6% |
| All | +1,913.5% | +275.0% | +1,638.5% | +669.6% |
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