+734.5%
HBAN vs THC
+557.1%
+177.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +4.8% | +5.3% | -0.5% | +3.6% |
| 3M | -10.1% | +7.1% | -17.2% | -11.5% |
| 6M | +5.0% | +46.0% | -41.0% | -3.6% |
| YTD | -6.1% | +43.9% | -50.1% | -14.3% |
| 1Y | +4.6% | +45.4% | -40.9% | -5.0% |
| 3Y | +74.9% | +421.3% | -346.4% | +19.6% |
| 5Y | +21.4% | +261.5% | -240.0% | -14.3% |
| 10Y | +105.3% | +1,865.8% | -1,760.6% | -8.2% |
| All | +734.5% | +557.1% | +177.5% | +190.1% |
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