+256.5%
THC vs SPY
+72.1%
+184.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.0% | +2.6% | -1.6% | -1.8% |
| 30D | +5.3% | -2.0% | +7.3% | +7.5% |
| 3M | +7.1% | -2.8% | +9.9% | +10.2% |
| 6M | +46.0% | +2.1% | +43.9% | +41.5% |
| YTD | +43.9% | +11.5% | +32.4% | +25.7% |
| 1Y | +45.4% | +13.5% | +32.0% | +24.6% |
| 3Y | +421.3% | +77.7% | +343.6% | +148.6% |
| All | +256.5% | +72.1% | +184.4% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling