+1,329.5%
THC vs SBAC
+93.8%
+1,235.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +9.0% | +11.2% | -2.1% | +4.8% |
| 3M | +10.4% | +4.5% | +5.9% | +8.4% |
| 6M | +45.7% | -12.2% | +57.8% | +51.3% |
| YTD | +42.6% | -0.1% | +42.7% | +38.6% |
| 1Y | +38.8% | -0.3% | +39.0% | +34.8% |
| 3Y | +418.8% | -8.7% | +427.6% | +408.1% |
| 5Y | +275.7% | -40.2% | +315.8% | +344.5% |
| All | +1,329.5% | +93.8% | +1,235.7% | +929.4% |
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