+101.9%
HAS vs THC
+1,325.8%
-1,223.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | +2.2% | +7.5% | -5.3% | +0.8% |
| 30D | +29.6% | +9.6% | +20.0% | +27.3% |
| 3M | +30.3% | +10.3% | +20.0% | +27.7% |
| 6M | +25.6% | +51.8% | -26.2% | +15.4% |
| YTD | +50.8% | +45.4% | +5.4% | +38.9% |
| 1Y | +63.0% | +40.8% | +22.2% | +50.6% |
| 3Y | +211.6% | +448.8% | -237.2% | +119.1% |
| 5Y | +50.4% | +263.4% | -213.0% | +9.9% |
| 10Y | +101.9% | +1,800.1% | -1,698.2% | +6.7% |
| All | +101.9% | +1,325.8% | -1,223.9% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling