+12.9%
HAS vs THC
+250.3%
-237.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +2.3% | +1.3% | +1.0% | +1.9% |
| 3M | +10.4% | +64.2% | -53.9% | -1.9% |
| 6M | -3.2% | +8.3% | -11.5% | -5.7% |
| YTD | +15.4% | +33.4% | -18.0% | +6.6% |
| 1Y | +18.8% | +37.7% | -18.9% | +8.4% |
| 3Y | +43.9% | +236.8% | -192.8% | +2.3% |
| All | +12.9% | +250.3% | -237.4% | -25.4% |
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