+950.1%
THC vs SPY
+311.3%
+638.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.5% |
| 7D | -2.6% | +0.5% | -3.1% | -3.3% |
| 30D | -1.2% | -0.9% | -0.2% | 0.0% |
| 3M | +58.9% | +3.9% | +55.0% | +50.1% |
| 6M | +9.3% | +14.5% | -5.2% | -10.1% |
| YTD | +30.4% | +12.9% | +17.4% | +8.8% |
| 1Y | +34.6% | +19.4% | +15.2% | +3.7% |
| 3Y | +246.7% | +78.5% | +168.2% | +45.6% |
| 5Y | +244.5% | +81.8% | +162.8% | +42.2% |
| 10Y | +950.1% | +311.5% | +638.6% | +41.8% |
| All | +950.1% | +311.3% | +638.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling