+433.9%
THC vs SM
-8.5%
+442.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.6% | +0.7% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | +9.0% | -17.3% | +26.3% | +9.7% |
| 3M | +12.9% | -3.6% | +16.5% | +12.3% |
| 6M | +52.8% | +2.9% | +49.9% | +50.1% |
| YTD | +47.4% | +70.2% | -22.8% | +32.5% |
| 1Y | +47.7% | +66.5% | -18.8% | +33.0% |
| All | +433.9% | -8.5% | +442.5% | +373.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling