+595.7%
HAL vs THC
+508.9%
+86.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.6% |
| 3M | -9.7% | +64.2% | -73.9% | -19.2% |
| 6M | +8.6% | +8.3% | +0.4% | +5.3% |
| YTD | +33.0% | +33.4% | -0.4% | +23.0% |
| 1Y | +68.3% | +37.7% | +30.6% | +53.9% |
| 3Y | +0.1% | +236.8% | -236.7% | -26.7% |
| 5Y | +102.6% | +249.3% | -146.6% | +40.5% |
| 10Y | +3.8% | +995.2% | -991.4% | -48.6% |
| All | +595.7% | +508.9% | +86.9% | +168.0% |
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