+244.5%
THC vs SITM
+168.3%
+76.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -2.0% |
| 7D | -2.6% | +8.4% | -10.9% | -3.7% |
| 30D | -1.2% | -17.4% | +16.2% | +1.1% |
| 3M | +58.9% | -9.8% | +68.8% | +57.7% |
| 6M | +9.3% | +83.0% | -73.6% | -5.8% |
| YTD | +30.4% | +69.6% | -39.2% | +12.6% |
| 1Y | +34.6% | +144.9% | -110.3% | +6.7% |
| 3Y | +246.7% | +429.9% | -183.2% | +112.7% |
| 5Y | +244.5% | +169.2% | +75.4% | +112.6% |
| All | +244.5% | +168.3% | +76.3% | +112.6% |
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