+294.7%
THG vs SPY
+308.5%
-13.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -0.5% | +3.3% | -3.8% | -2.7% |
| 30D | +11.5% | -2.7% | +14.2% | +13.2% |
| 3M | +12.1% | -1.7% | +13.8% | +13.0% |
| 6M | +32.0% | +3.1% | +28.9% | +28.1% |
| YTD | +37.7% | +11.9% | +25.8% | +25.7% |
| 1Y | +38.7% | +12.0% | +26.7% | +26.4% |
| 3Y | +134.2% | +78.2% | +56.0% | +47.9% |
| 5Y | +119.1% | +73.2% | +45.9% | +39.7% |
| All | +294.7% | +308.5% | -13.8% | +21.0% |
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