+48.4%
THC vs SAN
+21.7%
+26.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +1.1% |
| 7D | +7.5% | +8.7% | -1.2% | +6.1% |
| 30D | +9.6% | -6.5% | +16.1% | +10.0% |
| 3M | +10.3% | -14.2% | +24.4% | +11.9% |
| 6M | +51.8% | +2.7% | +49.1% | +51.2% |
| YTD | +45.4% | +8.9% | +36.6% | +39.3% |
| All | +48.4% | +21.7% | +26.7% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling