+2,216.9%
THC vs SPXU
-100.0%
+2,316.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.2% |
| 7D | -0.7% | -0.1% | -0.5% | -0.7% |
| 30D | +1.3% | +0.8% | +0.4% | +1.7% |
| 3M | +64.2% | -4.7% | +69.0% | +61.7% |
| 6M | +8.3% | -29.6% | +37.9% | -6.3% |
| YTD | +33.4% | -29.9% | +63.3% | +15.5% |
| 1Y | +37.7% | -39.1% | +76.8% | +12.6% |
| 3Y | +236.8% | -80.0% | +316.8% | +84.7% |
| 5Y | +249.3% | -86.0% | +335.3% | +102.8% |
| 10Y | +995.2% | -99.5% | +1,094.8% | +128.1% |
| All | +2,216.9% | -100.0% | +2,316.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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