+540.5%
THC vs SAN
+1,664.5%
-1,124.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.3% |
| 7D | +3.7% | +4.9% | -1.2% | +2.0% |
| 30D | +9.0% | -13.0% | +22.0% | +14.4% |
| 3M | +10.4% | -18.9% | +29.3% | +18.5% |
| 6M | +45.7% | -4.1% | +49.8% | +46.7% |
| YTD | +42.6% | +2.6% | +40.0% | +38.1% |
| 1Y | +38.8% | +16.9% | +21.8% | +27.8% |
| 3Y | +418.8% | +239.1% | +179.8% | +214.1% |
| 5Y | +275.7% | +266.8% | +8.8% | +114.8% |
| 10Y | +1,496.2% | +246.0% | +1,250.2% | +811.6% |
| All | +540.5% | +1,664.5% | -1,124.0% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling