+188.6%
THC vs SPYG
+535.5%
-346.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.4% |
| 7D | +0.2% | -1.5% | +1.8% | +1.3% |
| 30D | +9.0% | -7.2% | +16.2% | +15.4% |
| 3M | +12.9% | -4.6% | +17.6% | +16.7% |
| 6M | +52.8% | -1.2% | +54.1% | +51.9% |
| YTD | +47.4% | +9.3% | +38.1% | +34.1% |
| 1Y | +47.7% | +8.8% | +38.9% | +35.0% |
| 3Y | +444.7% | +93.3% | +351.4% | +201.5% |
| 5Y | +269.3% | +71.7% | +197.6% | +126.6% |
| 10Y | +1,913.5% | +399.8% | +1,513.8% | +472.2% |
| All | +188.6% | +535.5% | -346.8% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling