+263.2%
THC vs SPXS
-83.1%
+346.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.8% |
| 7D | +8.8% | +0.4% | +8.4% | +9.6% |
| 30D | +10.0% | +10.8% | -0.8% | +15.1% |
| 3M | +11.7% | +9.6% | +2.0% | +16.6% |
| 6M | +52.5% | -4.7% | +57.2% | +51.7% |
| YTD | +46.1% | -24.6% | +70.6% | +34.4% |
| 1Y | +49.1% | -24.6% | +73.7% | +37.9% |
| 3Y | +439.6% | -79.8% | +519.4% | +219.1% |
| 5Y | +263.2% | -83.3% | +346.5% | +148.9% |
| All | +263.2% | -83.1% | +346.3% | +148.9% |
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