+105.3%
HAL vs THC
+250.3%
-145.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | +17.0% | +1.3% | +15.8% | +16.8% |
| 3M | -9.7% | +64.2% | -73.9% | -15.6% |
| 6M | +8.6% | +8.3% | +0.4% | +7.2% |
| YTD | +33.0% | +33.4% | -0.4% | +26.9% |
| 1Y | +68.3% | +37.7% | +30.6% | +59.3% |
| 3Y | +0.1% | +236.8% | -236.7% | -19.5% |
| All | +105.3% | +250.3% | -145.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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