+47.7%
THC vs SAN
+19.5%
+28.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | +0.2% | +3.4% | -3.2% | -0.3% |
| 30D | +9.0% | -6.3% | +15.3% | +9.4% |
| 3M | +12.9% | -14.1% | +27.0% | +14.5% |
| 6M | +52.8% | +4.2% | +48.7% | +52.2% |
| YTD | +47.4% | +9.0% | +38.4% | +41.3% |
| 1Y | +47.7% | +18.8% | +29.0% | +38.8% |
| All | +47.7% | +19.5% | +28.2% | +38.8% |
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