+950.1%
THC vs SFM
+293.3%
+656.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.3% |
| 7D | -2.6% | -5.8% | +3.3% | -1.7% |
| 30D | -1.2% | -11.4% | +10.2% | +0.6% |
| 3M | +58.9% | -12.2% | +71.1% | +61.6% |
| 6M | +9.3% | -5.2% | +14.5% | +9.4% |
| YTD | +30.4% | -4.5% | +34.8% | +30.0% |
| 1Y | +34.6% | -45.4% | +80.0% | +45.7% |
| 3Y | +246.7% | +91.1% | +155.6% | +202.2% |
| 5Y | +244.5% | +226.8% | +17.7% | +166.7% |
| 10Y | +950.1% | +291.9% | +658.2% | +708.8% |
| All | +950.1% | +293.3% | +656.8% | +708.8% |
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