+1,800.1%
THC vs SM
+4.9%
+1,795.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.5% |
| 7D | +7.5% | -22.3% | +29.8% | +12.3% |
| 30D | +9.6% | -21.4% | +30.9% | +14.1% |
| 3M | +10.3% | +1.4% | +8.9% | +8.2% |
| 6M | +51.8% | +0.1% | +51.7% | +47.4% |
| YTD | +45.4% | +59.0% | -13.5% | +25.8% |
| 1Y | +40.8% | +64.3% | -23.5% | +20.5% |
| 3Y | +448.8% | -13.1% | +461.9% | +416.3% |
| 5Y | +263.4% | -13.9% | +277.3% | +223.8% |
| 10Y | +1,800.1% | +1.7% | +1,798.4% | +835.2% |
| All | +1,800.1% | +4.9% | +1,795.1% | +835.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling