+246.7%
THC vs SPYG
+100.8%
+145.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -2.6% | +1.2% | -3.7% | -3.2% |
| 30D | -1.2% | -1.6% | +0.4% | -0.4% |
| 3M | +58.9% | +3.4% | +55.6% | +55.3% |
| 6M | +9.3% | +18.9% | -9.6% | -2.4% |
| YTD | +30.4% | +13.8% | +16.6% | +19.3% |
| 1Y | +34.6% | +20.6% | +14.0% | +18.2% |
| 3Y | +246.7% | +100.5% | +146.2% | +86.2% |
| All | +246.7% | +100.8% | +145.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling