+48.6%
HAS vs THC
+274.4%
-225.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.2% | +3.7% | -3.8% | -1.0% |
| 30D | +31.0% | +9.0% | +22.0% | +28.5% |
| 3M | +30.7% | +10.4% | +20.3% | +27.5% |
| 6M | +23.9% | +45.7% | -21.8% | +13.0% |
| YTD | +48.3% | +42.6% | +5.7% | +34.8% |
| 1Y | +60.2% | +38.8% | +21.5% | +46.2% |
| 3Y | +189.2% | +418.8% | -229.6% | +86.2% |
| All | +48.6% | +274.4% | -225.8% | -2.4% |
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 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