+810.9%
THC vs SITM
+3,319.5%
-2,508.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.5% |
| 7D | +1.0% | +6.6% | -5.7% | -0.1% |
| 30D | +5.3% | -15.3% | +20.6% | +6.9% |
| 3M | +7.1% | -35.4% | +42.5% | +12.0% |
| 6M | +46.0% | -46.8% | +92.8% | +54.1% |
| YTD | +43.9% | +25.9% | +18.1% | +27.9% |
| 1Y | +45.4% | +54.0% | -8.6% | +24.2% |
| 3Y | +421.3% | +315.6% | +105.7% | +235.1% |
| 5Y | +261.5% | +74.4% | +187.0% | +148.4% |
| All | +810.9% | +3,319.5% | -2,508.6% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling