+51.4%
THC vs SITM
-46.6%
+98.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.1% |
| 7D | +8.8% | -0.1% | +8.9% | +9.0% |
| 30D | +10.0% | -27.4% | +37.5% | +6.3% |
| 3M | +11.7% | -35.6% | +47.3% | +6.8% |
| All | +51.4% | -46.6% | +98.1% | +42.2% |
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