+799.3%
THC vs SM
+1,302.7%
-503.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +3.7% | -25.9% | +29.6% | +9.1% |
| 30D | +9.0% | -15.1% | +24.2% | +11.6% |
| 3M | +10.4% | +4.9% | +5.5% | +7.9% |
| 6M | +45.7% | +6.1% | +39.5% | +40.3% |
| YTD | +42.6% | +63.4% | -20.9% | +24.5% |
| 1Y | +38.8% | +72.5% | -33.7% | +19.5% |
| 3Y | +418.8% | -16.9% | +435.7% | +396.1% |
| 5Y | +275.7% | -10.6% | +286.3% | +237.4% |
| 10Y | +1,496.2% | +11.3% | +1,484.9% | +812.4% |
| All | +799.3% | +1,302.7% | -503.3% | +206.4% |
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