+190.7%
HAS vs THC
+418.9%
-228.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | 0.0% | +5.9% | -5.9% | -1.3% |
| 30D | +31.3% | +10.8% | +20.5% | +28.5% |
| 3M | +32.1% | +9.4% | +22.7% | +29.4% |
| 6M | +28.1% | +53.3% | -25.1% | +16.5% |
| YTD | +49.1% | +44.2% | +4.9% | +36.3% |
| 1Y | +60.5% | +37.3% | +23.2% | +48.1% |
| All | +190.7% | +418.9% | -228.2% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling