+821.4%
THC vs SM
+1,283.9%
-462.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +8.8% | -19.5% | +28.3% | +12.7% |
| 30D | +10.0% | -20.2% | +30.3% | +14.0% |
| 3M | +11.7% | -6.5% | +18.2% | +11.7% |
| 6M | +52.5% | +1.6% | +50.9% | +48.1% |
| YTD | +46.1% | +61.2% | -15.2% | +27.8% |
| 1Y | +49.1% | +65.4% | -16.3% | +29.5% |
| 3Y | +439.6% | -13.0% | +452.7% | +411.4% |
| 5Y | +263.2% | -4.3% | +267.4% | +222.1% |
| 10Y | +1,900.5% | +3.0% | +1,897.5% | +1,061.9% |
| All | +821.4% | +1,283.9% | -462.5% | +214.7% |
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 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