+497.1%
THC vs SFM
+132.6%
+364.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | +1.3% | -4.4% | +5.6% | +1.8% |
| 3M | +64.2% | +1.5% | +62.7% | +63.4% |
| 6M | +8.3% | +6.5% | +1.8% | +6.5% |
| YTD | +33.4% | +2.2% | +31.2% | +31.8% |
| 1Y | +37.7% | -41.9% | +79.6% | +46.9% |
| 3Y | +236.8% | +106.8% | +130.0% | +193.6% |
| 5Y | +249.3% | +231.6% | +17.7% | +176.7% |
| 10Y | +995.2% | +258.4% | +736.8% | +730.9% |
| All | +497.1% | +132.6% | +364.5% | +365.5% |
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