+1,800.1%
THC vs SFM
+146.8%
+1,653.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +7.5% | -10.2% | +17.7% | +9.1% |
| 30D | +9.6% | -23.9% | +33.4% | +13.2% |
| 3M | +10.3% | -42.3% | +52.5% | +18.5% |
| 6M | +51.8% | -40.1% | +91.9% | +61.8% |
| YTD | +45.4% | -37.8% | +83.2% | +53.2% |
| 1Y | +40.8% | -37.1% | +77.9% | +47.9% |
| 3Y | +448.8% | +21.5% | +427.3% | +408.4% |
| 5Y | +263.4% | +103.8% | +159.6% | +200.6% |
| 10Y | +1,800.1% | +142.0% | +1,658.1% | +1,415.3% |
| All | +1,800.1% | +146.8% | +1,653.3% | +1,415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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