+254.2%
HD vs THC
+1,421.6%
-1,167.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.7% |
| 7D | +4.3% | +3.7% | +0.6% | +3.8% |
| 30D | +20.2% | +9.0% | +11.1% | +18.7% |
| 3M | -1.0% | +10.4% | -11.4% | -2.5% |
| 6M | +7.9% | +45.7% | -37.8% | +1.7% |
| YTD | +2.0% | +42.6% | -40.6% | -4.0% |
| 1Y | -4.3% | +38.8% | -43.1% | -9.7% |
| 3Y | +25.9% | +418.8% | -392.9% | -3.7% |
| 5Y | +5.8% | +275.7% | -269.8% | -17.7% |
| All | +254.2% | +1,421.6% | -1,167.4% | +119.9% |
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 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