+41.9%
THC vs SNY
+242.6%
-200.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.2% |
| 7D | +4.1% | -3.6% | +7.7% | +5.8% |
| 30D | +3.5% | -1.4% | +5.0% | +4.1% |
| 3M | +61.7% | -4.2% | +65.9% | +64.8% |
| 6M | +11.8% | +2.0% | +9.9% | +10.5% |
| YTD | +35.4% | -6.7% | +42.1% | +38.5% |
| 1Y | +37.0% | -4.7% | +41.7% | +38.2% |
| 3Y | +260.1% | -8.1% | +268.2% | +254.3% |
| 5Y | +262.6% | +8.2% | +254.4% | +224.0% |
| 10Y | +1,039.2% | +64.8% | +974.4% | +735.5% |
| All | +41.9% | +242.6% | -200.7% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling