+1,800.1%
THC vs SBAC
+97.3%
+1,702.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +7.5% | +3.0% | +4.5% | +6.5% |
| 30D | +9.6% | +4.3% | +5.3% | +8.0% |
| 3M | +10.3% | +4.1% | +6.1% | +8.4% |
| 6M | +51.8% | -11.6% | +63.4% | +57.1% |
| YTD | +45.4% | +0.4% | +45.1% | +41.4% |
| 1Y | +40.8% | -1.1% | +41.9% | +37.5% |
| 3Y | +448.8% | -7.3% | +456.1% | +434.8% |
| 5Y | +263.4% | -40.8% | +304.2% | +328.8% |
| 10Y | +1,800.1% | +103.0% | +1,697.1% | +1,715.8% |
| All | +1,800.1% | +97.3% | +1,702.8% | +1,715.8% |
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