+1,637.7%
THG vs SPY
+2,111.7%
-474.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | +11.8% | -3.3% | +15.1% | +14.4% |
| 3M | +7.5% | -2.4% | +9.9% | +9.1% |
| 6M | +30.8% | +2.6% | +28.3% | +26.9% |
| YTD | +36.1% | +11.2% | +24.9% | +23.2% |
| 1Y | +39.3% | +13.4% | +25.9% | +24.0% |
| 3Y | +131.3% | +79.9% | +51.4% | +38.4% |
| 5Y | +120.9% | +72.2% | +48.7% | +34.4% |
| 10Y | +303.2% | +307.3% | -4.1% | +18.5% |
| All | +1,637.7% | +2,111.7% | -474.0% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling