+1,511.4%
THG vs SPY
+2,157.5%
-646.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +22.7% | +2.0% | +20.7% | +20.1% |
| 6M | +28.6% | +13.0% | +15.6% | +15.7% |
| YTD | +26.3% | +13.5% | +12.7% | +12.9% |
| 1Y | +28.5% | +20.0% | +8.6% | +9.7% |
| 3Y | +126.1% | +77.2% | +49.0% | +37.5% |
| 5Y | +83.9% | +81.9% | +2.1% | +7.4% |
| 10Y | +288.6% | +314.1% | -25.5% | +13.1% |
| All | +1,511.4% | +2,157.5% | -646.1% | +48.2% |
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