+4,324.2%
HAS vs THC
+558.0%
+3,766.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.4% |
| 7D | 0.0% | +5.9% | -5.9% | -0.8% |
| 30D | +31.3% | +10.8% | +20.5% | +29.5% |
| 3M | +32.1% | +9.4% | +22.7% | +30.4% |
| 6M | +28.1% | +53.3% | -25.1% | +20.6% |
| YTD | +49.1% | +44.2% | +4.9% | +40.9% |
| 1Y | +60.5% | +37.3% | +23.2% | +52.4% |
| 3Y | +183.9% | +421.6% | -237.7% | +123.9% |
| 5Y | +51.2% | +279.8% | -228.6% | +21.3% |
| 10Y | +105.3% | +1,513.9% | -1,408.6% | +26.9% |
| All | +4,324.2% | +558.0% | +3,766.1% | +2,085.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling