+741.3%
THC vs SM
+1,608.3%
-867.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +1.3% | +26.3% | -25.0% | -3.4% |
| 3M | +64.2% | +8.7% | +55.6% | +59.7% |
| 6M | +8.3% | +51.7% | -43.4% | -2.5% |
| YTD | +33.4% | +99.0% | -65.7% | +13.4% |
| 1Y | +37.7% | +34.6% | +3.1% | +25.4% |
| 3Y | +236.8% | -7.8% | +244.5% | +218.6% |
| 5Y | +249.3% | +104.8% | +144.5% | +167.7% |
| 10Y | +995.2% | +7.2% | +988.0% | +532.5% |
| All | +741.3% | +1,608.3% | -867.0% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling