+4,916.6%
THC vs SPXS
-100.0%
+5,016.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | -0.8% |
| 7D | +0.2% | +1.5% | -1.2% | +1.4% |
| 30D | +9.0% | +6.3% | +2.7% | +13.0% |
| 3M | +12.9% | +4.2% | +8.7% | +16.2% |
| 6M | +52.8% | -7.9% | +60.8% | +49.6% |
| YTD | +47.4% | -27.5% | +74.9% | +31.1% |
| 1Y | +47.7% | -27.0% | +74.8% | +32.6% |
| 3Y | +444.7% | -80.5% | +525.2% | +198.3% |
| 5Y | +269.3% | -84.0% | +353.2% | +132.6% |
| 10Y | +1,913.5% | -99.5% | +2,013.0% | +349.2% |
| All | +4,916.6% | -100.0% | +5,016.6% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling