+81.4%
THG vs SPY
+81.8%
-0.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.6% | +0.5% | -1.2% | -0.9% |
| 30D | -2.0% | -0.9% | -1.1% | -1.6% |
| 3M | +18.2% | +3.9% | +14.3% | +15.8% |
| 6M | +27.6% | +14.5% | +13.1% | +19.0% |
| YTD | +24.1% | +12.9% | +11.2% | +16.4% |
| 1Y | +28.9% | +19.4% | +9.6% | +17.2% |
| 3Y | +130.5% | +78.5% | +52.0% | +66.0% |
| 5Y | +81.4% | +81.8% | -0.4% | +26.1% |
| All | +81.4% | +81.8% | -0.4% | +26.1% |
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