+117.0%
THG vs SPY
+67.4%
+49.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.7% |
| 7D | +0.3% | -2.7% | +3.0% | +1.4% |
| 30D | +11.6% | -5.4% | +17.0% | +14.1% |
| 3M | +5.4% | -4.1% | +9.5% | +7.1% |
| 6M | +31.5% | +0.7% | +30.8% | +30.2% |
| YTD | +34.9% | +8.7% | +26.2% | +28.4% |
| 1Y | +40.1% | +10.9% | +29.3% | +32.0% |
| 3Y | +121.9% | +75.0% | +46.9% | +61.3% |
| All | +117.0% | +67.4% | +49.6% | +60.0% |
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 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