+973.2%
THC vs SNY
+64.5%
+908.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.5% | -3.3% | +2.8% | +0.9% |
| 30D | -1.2% | -2.2% | +1.0% | -0.3% |
| 3M | +52.3% | -3.0% | +55.3% | +54.2% |
| 6M | +12.4% | +2.7% | +9.7% | +10.7% |
| YTD | +32.7% | -6.8% | +39.5% | +35.8% |
| 1Y | +36.4% | -5.3% | +41.6% | +37.9% |
| 3Y | +259.3% | -9.8% | +269.1% | +256.3% |
| 5Y | +262.7% | +9.7% | +253.0% | +211.0% |
| All | +973.2% | +64.5% | +908.7% | +813.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling