+34.6%
THC vs SFM
-45.2%
+79.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.8% |
| 7D | -2.6% | -5.8% | +3.3% | -2.1% |
| 30D | -1.2% | -11.4% | +10.2% | -0.4% |
| 3M | +58.9% | -12.2% | +71.1% | +59.6% |
| 6M | +9.3% | -5.2% | +14.5% | +10.1% |
| YTD | +30.4% | -4.5% | +34.8% | +30.5% |
| 1Y | +34.6% | -45.4% | +80.0% | +52.1% |
| All | +34.6% | -45.2% | +79.8% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling