+3,324.5%
HAS vs THC
+508.9%
+2,815.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +10.4% | +64.2% | -53.9% | +3.0% |
| 6M | -3.2% | +8.3% | -11.5% | -4.7% |
| YTD | +15.4% | +33.4% | -18.0% | +10.3% |
| 1Y | +18.8% | +37.7% | -18.9% | +12.8% |
| 3Y | +43.9% | +236.8% | -192.8% | +20.1% |
| 5Y | +13.9% | +249.3% | -235.4% | -7.6% |
| 10Y | +56.4% | +995.2% | -938.8% | +0.8% |
| All | +3,324.5% | +508.9% | +2,815.7% | +1,609.9% |
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 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