+276.8%
THC vs SAN
+267.8%
+9.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.4% |
| 7D | +3.7% | +4.9% | -1.2% | +2.3% |
| 30D | +9.0% | -13.0% | +22.0% | +13.6% |
| 3M | +10.4% | -18.9% | +29.3% | +17.2% |
| 6M | +45.7% | -4.1% | +49.8% | +46.5% |
| YTD | +42.6% | +2.6% | +40.0% | +38.4% |
| 1Y | +38.8% | +16.9% | +21.8% | +28.4% |
| 3Y | +418.8% | +239.1% | +179.8% | +208.6% |
| All | +276.8% | +267.8% | +9.0% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling