+123.2%
THM vs SPY
+67.4%
+55.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.3% | +0.3% | +27.0% | +26.9% |
| 7D | -14.4% | -2.7% | -11.7% | -10.4% |
| 30D | -31.9% | -5.4% | -26.5% | -26.4% |
| 3M | -27.0% | -4.1% | -22.9% | -22.1% |
| 6M | -38.6% | +0.7% | -39.4% | -36.7% |
| YTD | -17.2% | +8.7% | -25.9% | -19.1% |
| 1Y | -8.9% | +10.9% | -19.8% | -12.0% |
| 3Y | +285.0% | +75.0% | +210.0% | +169.2% |
| All | +123.2% | +67.4% | +55.8% | +64.9% |
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