+1,913.5%
THC vs SM
+10.6%
+1,903.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.6% | -0.2% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +9.0% | -17.3% | +26.3% | +12.4% |
| 3M | +12.9% | -3.6% | +16.5% | +12.2% |
| 6M | +52.8% | +2.9% | +49.9% | +47.6% |
| YTD | +47.4% | +70.2% | -22.8% | +25.7% |
| 1Y | +47.7% | +66.5% | -18.8% | +26.3% |
| 3Y | +444.7% | -8.2% | +452.9% | +406.8% |
| 5Y | +269.3% | -1.5% | +270.7% | +220.2% |
| 10Y | +1,913.5% | +11.9% | +1,901.6% | +875.7% |
| All | +1,913.5% | +10.6% | +1,903.0% | +875.7% |
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