+813.6%
THC vs SITM
+3,519.6%
-2,706.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.1% | +32.5% | -32.4% | -4.1% |
| 30D | +7.5% | -18.8% | +26.3% | +9.7% |
| 3M | +7.5% | -30.9% | +38.4% | +11.4% |
| 6M | +46.4% | -44.5% | +90.9% | +53.7% |
| YTD | +44.4% | +33.2% | +11.1% | +27.3% |
| 1Y | +43.4% | +53.8% | -10.4% | +22.7% |
| 3Y | +433.3% | +335.7% | +97.6% | +240.8% |
| 5Y | +262.5% | +84.6% | +177.9% | +147.2% |
| All | +813.6% | +3,519.6% | -2,706.0% | +243.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling