+37.0%
THC vs SITM
+140.0%
-103.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.8% |
| 7D | +4.1% | +3.7% | +0.4% | +4.2% |
| 30D | +3.5% | -14.5% | +18.0% | +3.1% |
| 3M | +61.7% | -10.6% | +72.3% | +62.2% |
| 6M | +11.8% | +65.5% | -53.7% | +7.5% |
| YTD | +35.4% | +67.0% | -31.6% | +30.0% |
| 1Y | +37.0% | +138.6% | -101.6% | +32.8% |
| All | +37.0% | +140.0% | -103.0% | +32.8% |
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 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