+46.0%
THC vs SITM
-48.3%
+94.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.9% |
| 7D | +1.0% | +6.6% | -5.7% | +1.7% |
| 30D | +5.3% | -15.3% | +20.6% | +3.7% |
| 3M | +7.1% | -35.4% | +42.5% | +2.6% |
| 6M | +46.0% | -46.8% | +92.8% | +43.4% |
| All | +46.0% | -48.3% | +94.3% | +43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling