+248.6%
HD vs THC
+1,813.2%
-1,564.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.5% | +1.0% | +0.6% | +1.4% |
| 30D | +18.0% | +5.3% | +12.7% | +17.1% |
| 3M | +2.8% | +7.1% | -4.3% | +1.7% |
| 6M | +17.0% | +46.0% | -29.1% | +9.9% |
| YTD | +3.5% | +43.9% | -40.4% | -2.9% |
| 1Y | -2.6% | +45.4% | -48.0% | -9.0% |
| 3Y | +30.7% | +421.3% | -390.6% | -1.3% |
| 5Y | +6.2% | +261.5% | -255.3% | -17.9% |
| All | +248.6% | +1,813.2% | -1,564.7% | +107.7% |
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