+548.5%
THC vs SAN
+1,723.1%
-1,174.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +7.5% | -9.4% | +16.8% | +11.1% |
| 3M | +7.5% | -17.1% | +24.7% | +14.4% |
| 6M | +46.4% | +2.2% | +44.3% | +44.2% |
| YTD | +44.4% | +6.0% | +38.4% | +38.1% |
| 1Y | +43.4% | +12.7% | +30.7% | +34.0% |
| 3Y | +433.3% | +242.1% | +191.1% | +221.8% |
| 5Y | +262.5% | +293.6% | -31.1% | +102.0% |
| 10Y | +1,871.5% | +266.1% | +1,605.5% | +1,003.2% |
| All | +548.5% | +1,723.1% | -1,174.6% | +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