+40.7%
THC vs SITM
+47.5%
-6.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -9.4% | +18.9% | +9.2% |
| 7D | +8.8% | -19.5% | +28.4% | +8.0% |
| 30D | +12.6% | -43.2% | +55.8% | +10.7% |
| 3M | +15.4% | -30.8% | +46.2% | +14.4% |
| 6M | +57.7% | -28.6% | +86.3% | +54.0% |
| YTD | +47.1% | +14.2% | +32.9% | +37.9% |
| 1Y | +40.7% | +44.4% | -3.7% | +30.1% |
| All | +40.7% | +47.5% | -6.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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