+47.7%
HAS vs THC
+258.4%
-210.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +26.3% | +5.3% | +21.0% | +24.8% |
| 3M | +25.6% | +7.1% | +18.5% | +23.4% |
| 6M | +30.3% | +46.0% | -15.8% | +18.7% |
| YTD | +50.4% | +43.9% | +6.4% | +36.4% |
| 1Y | +57.7% | +45.4% | +12.3% | +42.4% |
| 3Y | +213.4% | +421.3% | -207.9% | +101.4% |
| All | +47.7% | +258.4% | -210.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling