+950.1%
THC vs SBAC
+76.8%
+873.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -2.6% | -0.1% | -2.5% | -2.5% |
| 30D | -1.2% | +3.2% | -4.4% | -2.4% |
| 3M | +58.9% | -5.1% | +64.0% | +61.1% |
| 6M | +9.3% | -2.1% | +11.4% | +7.7% |
| YTD | +30.4% | -0.5% | +30.9% | +27.1% |
| 1Y | +34.6% | +1.1% | +33.5% | +30.0% |
| 3Y | +246.7% | -7.4% | +254.1% | +236.1% |
| 5Y | +244.5% | -44.3% | +288.9% | +322.0% |
| 10Y | +950.1% | +77.6% | +872.5% | +658.7% |
| All | +950.1% | +76.8% | +873.3% | +658.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling