+47.7%
THC vs SPYG
+9.1%
+38.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +0.2% | -1.5% | +1.8% | +0.6% |
| 30D | +9.0% | -7.2% | +16.2% | +10.9% |
| 3M | +12.9% | -4.6% | +17.6% | +14.1% |
| 6M | +52.8% | -1.2% | +54.1% | +52.2% |
| YTD | +47.4% | +9.3% | +38.1% | +38.7% |
| 1Y | +47.7% | +8.8% | +38.9% | +40.7% |
| All | +47.7% | +9.1% | +38.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling