+167.8%
THQ vs SPY
+375.3%
-207.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 6M | +10.4% | +13.0% | -2.6% | -0.5% |
| YTD | +11.6% | +13.5% | -2.0% | +0.1% |
| 1Y | +30.0% | +20.0% | +10.0% | +11.4% |
| 3Y | +46.6% | +77.2% | -30.5% | -10.5% |
| 5Y | +25.2% | +81.9% | -56.7% | -25.9% |
| 10Y | +162.7% | +314.1% | -151.4% | -25.5% |
| All | +167.8% | +375.3% | -207.6% | -33.8% |
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