+617.1%
THM vs SPY
+80.4%
+536.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +18.4% | +0.1% | +18.3% | +18.5% |
| 3M | +0.8% | +2.0% | -1.2% | -0.5% |
| 6M | -24.2% | +13.0% | -37.2% | -32.2% |
| YTD | +34.9% | +13.5% | +21.4% | +20.8% |
| 1Y | +75.5% | +20.0% | +55.6% | +51.5% |
| All | +617.1% | +80.4% | +536.7% | +409.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling