+37.0%
THC vs SPXS
-37.2%
+74.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.4% | +4.1% |
| 7D | +4.1% | +1.2% | +2.8% | +4.3% |
| 30D | +3.5% | +5.2% | -1.7% | +4.4% |
| 3M | +61.7% | -9.2% | +70.9% | +59.4% |
| 6M | +11.8% | -29.6% | +41.4% | +4.5% |
| YTD | +35.4% | -27.6% | +63.0% | +27.0% |
| 1Y | +37.0% | -36.7% | +73.7% | +25.4% |
| All | +37.0% | -37.2% | +74.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling