+245.3%
HD vs THC
+1,879.5%
-1,634.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +20.9% | +9.0% | +11.9% | +19.3% |
| 3M | -0.2% | +12.9% | -13.1% | -2.1% |
| 6M | +14.5% | +52.8% | -38.3% | +6.9% |
| YTD | +4.3% | +47.4% | -43.1% | -2.5% |
| 1Y | -3.5% | +47.7% | -51.2% | -9.9% |
| 3Y | +30.1% | +444.7% | -414.5% | -2.1% |
| 5Y | +8.5% | +269.3% | -260.8% | -16.2% |
| 10Y | +245.3% | +1,913.5% | -1,668.3% | +111.3% |
| All | +245.3% | +1,879.5% | -1,634.3% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling