-37.1%
THM vs SPY
+607.3%
-644.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.3% | +0.3% | +27.0% | +27.1% |
| 7D | -14.4% | -2.7% | -11.7% | -12.2% |
| 30D | -31.9% | -5.4% | -26.5% | -28.8% |
| 3M | -27.0% | -4.1% | -22.9% | -24.2% |
| 6M | -38.6% | +0.7% | -39.4% | -37.6% |
| YTD | -17.2% | +8.7% | -25.9% | -18.5% |
| 1Y | -8.9% | +10.9% | -19.8% | -11.0% |
| 3Y | +285.0% | +75.0% | +210.0% | +200.0% |
| 5Y | +116.9% | +67.8% | +49.1% | +71.3% |
| 10Y | +94.9% | +312.9% | -217.9% | -3.8% |
| All | -37.1% | +607.3% | -644.5% | -79.4% |
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