+163.8%
THM vs SPY
+311.3%
-147.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | +3.3% | +0.5% | +2.8% | +3.0% |
| 30D | +7.4% | -0.9% | +8.3% | +8.0% |
| 3M | +17.0% | +3.9% | +13.1% | +15.0% |
| 6M | -18.7% | +14.5% | -33.2% | -23.5% |
| YTD | +33.3% | +12.9% | +20.4% | +26.7% |
| 1Y | +56.0% | +19.4% | +36.6% | +44.9% |
| 3Y | +588.9% | +78.5% | +510.4% | +438.2% |
| 5Y | +195.2% | +81.8% | +113.5% | +126.4% |
| 10Y | +163.8% | +311.5% | -147.7% | +93.2% |
| All | +163.8% | +311.3% | -147.5% | +93.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling