+252.5%
THC vs SPXS
-86.1%
+338.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +1.3% | +0.8% | +0.4% | +1.6% |
| 3M | +64.2% | -4.7% | +69.0% | +62.3% |
| 6M | +8.3% | -29.6% | +37.9% | -3.9% |
| YTD | +33.4% | -29.8% | +63.2% | +18.5% |
| 1Y | +37.7% | -38.9% | +76.6% | +16.6% |
| 3Y | +236.8% | -79.6% | +316.4% | +101.5% |
| All | +252.5% | -86.1% | +338.6% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling