+497.6%
HAL vs THC
+550.9%
-53.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -12.0% | +3.7% | -15.7% | -12.7% |
| 30D | +0.3% | +9.0% | -8.8% | -1.7% |
| 3M | -1.6% | +10.4% | -12.0% | -4.0% |
| 6M | -20.5% | +45.7% | -66.1% | -27.4% |
| YTD | +14.2% | +42.6% | -28.4% | +3.9% |
| 1Y | +18.9% | +38.8% | -19.9% | +8.4% |
| 3Y | -13.7% | +418.8% | -432.6% | -42.2% |
| 5Y | +42.2% | +275.7% | -233.5% | -2.8% |
| 10Y | -16.7% | +1,496.2% | -1,512.9% | -61.5% |
| All | +497.6% | +550.9% | -53.3% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling