+744.1%
THC vs SITM
+4,608.4%
-3,864.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -6.0% | -0.4% |
| 7D | -0.7% | +9.7% | -10.4% | -2.1% |
| 30D | +1.3% | +12.7% | -11.4% | -1.5% |
| 3M | +64.2% | -13.4% | +77.7% | +63.7% |
| 6M | +8.3% | +59.6% | -51.3% | -4.6% |
| YTD | +33.4% | +73.3% | -39.9% | +14.9% |
| 1Y | +37.7% | +165.5% | -127.9% | +7.9% |
| 3Y | +236.8% | +368.7% | -131.9% | +117.3% |
| 5Y | +249.3% | +172.5% | +76.8% | +125.5% |
| All | +744.1% | +4,608.4% | -3,864.3% | +210.3% |
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