+254.0%
THC vs SM
+107.8%
+146.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +1.3% | +26.3% | -25.0% | -2.2% |
| 3M | +64.2% | +8.7% | +55.6% | +61.0% |
| 6M | +8.3% | +51.7% | -43.4% | -1.0% |
| YTD | +33.4% | +99.0% | -65.7% | +15.4% |
| 1Y | +37.7% | +34.6% | +3.1% | +27.6% |
| 3Y | +236.8% | -7.8% | +244.5% | +221.6% |
| All | +254.0% | +107.8% | +146.1% | +177.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling