+94.1%
HAS vs THC
+1,818.8%
-1,724.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +26.6% | +7.5% | +19.1% | +24.9% |
| 3M | +29.0% | +7.5% | +21.5% | +27.1% |
| 6M | +30.6% | +46.4% | -15.9% | +20.8% |
| YTD | +51.5% | +44.4% | +7.2% | +39.7% |
| 1Y | +58.5% | +43.4% | +15.0% | +46.0% |
| 3Y | +214.1% | +433.3% | -219.2% | +122.2% |
| 5Y | +50.2% | +262.5% | -212.3% | +9.8% |
| All | +94.1% | +1,818.8% | -1,724.7% | +5.4% |
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 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