+538.3%
THC vs SFM
+40.3%
+498.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.8% | -0.4% |
| 7D | +3.7% | -1.2% | +4.9% | +3.8% |
| 30D | +9.0% | -24.8% | +33.8% | +12.7% |
| 3M | +10.4% | -43.7% | +54.1% | +18.7% |
| 6M | +45.7% | -37.3% | +82.9% | +53.8% |
| YTD | +42.6% | -38.4% | +80.9% | +50.1% |
| 1Y | +38.8% | -36.9% | +75.7% | +45.4% |
| 3Y | +418.8% | +20.7% | +398.2% | +384.5% |
| 5Y | +275.7% | +103.5% | +172.2% | +216.6% |
| 10Y | +1,496.2% | +139.7% | +1,356.5% | +1,177.5% |
| All | +538.3% | +40.3% | +498.0% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling