+263.2%
THC vs SITM
+97.5%
+165.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +8.8% | -0.1% | +8.9% | +8.3% |
| 30D | +10.0% | -27.4% | +37.5% | +13.9% |
| 3M | +11.7% | -35.6% | +47.3% | +16.7% |
| 6M | +52.5% | -46.6% | +99.1% | +60.8% |
| YTD | +46.1% | +25.8% | +20.2% | +28.9% |
| 1Y | +49.1% | +38.2% | +10.9% | +28.5% |
| 3Y | +439.6% | +311.5% | +128.1% | +228.8% |
| 5Y | +263.2% | +94.6% | +168.5% | +131.4% |
| All | +263.2% | +97.5% | +165.6% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling