+62.8%
THC vs SARO
-23.7%
+86.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | 0.0% | -4.0% | +4.0% | +1.1% |
| 30D | +1.5% | -16.1% | +17.7% | +6.3% |
| 3M | +59.9% | -4.5% | +64.4% | +61.5% |
| 6M | +11.0% | -17.0% | +28.0% | +16.0% |
| YTD | +32.6% | -17.5% | +50.1% | +37.6% |
| 1Y | +37.4% | -12.3% | +49.7% | +38.9% |
| All | +62.8% | -23.7% | +86.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling