+25.9%
THQ vs SPY
+82.0%
-56.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +5.6% | +0.1% | +5.6% | +5.6% |
| 3M | +13.4% | +2.0% | +11.4% | +11.5% |
| 6M | +10.4% | +13.0% | -2.6% | +0.7% |
| YTD | +11.6% | +13.5% | -2.0% | +1.4% |
| 1Y | +30.0% | +20.0% | +10.0% | +13.3% |
| 3Y | +46.6% | +77.2% | -30.5% | -6.4% |
| All | +25.9% | +82.0% | -56.2% | -21.9% |
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