+499.2%
THC vs SAN
+2,116.5%
-1,617.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -0.7% | +1.8% | -2.4% | -1.3% |
| 30D | +1.3% | +2.0% | -0.7% | +0.5% |
| 3M | +64.2% | +19.7% | +44.5% | +53.6% |
| 6M | +8.3% | +30.6% | -22.4% | -2.4% |
| YTD | +33.4% | +28.8% | +4.5% | +19.5% |
| 1Y | +37.7% | +57.8% | -20.1% | +14.0% |
| 3Y | +236.8% | +338.1% | -101.3% | +86.3% |
| 5Y | +249.3% | +384.2% | -135.0% | +80.8% |
| 10Y | +995.2% | +353.1% | +642.1% | +469.5% |
| All | +499.2% | +2,116.5% | -1,617.3% | +123.3% |
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