+37.7%
THC vs SITM
+174.8%
-137.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -6.0% | +0.8% |
| 7D | -0.7% | +9.7% | -10.4% | -0.4% |
| 30D | +1.3% | +12.7% | -11.4% | +1.8% |
| 3M | +64.2% | -13.4% | +77.7% | +65.3% |
| 6M | +8.3% | +59.6% | -51.3% | +4.4% |
| YTD | +33.4% | +73.3% | -39.9% | +28.3% |
| 1Y | +37.7% | +165.5% | -127.9% | +33.7% |
| All | +37.7% | +174.8% | -137.1% | +33.7% |
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