+5.8%
HD vs THC
+274.4%
-268.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.6% |
| 7D | +4.3% | +3.7% | +0.6% | +3.6% |
| 30D | +20.2% | +9.0% | +11.1% | +18.2% |
| 3M | -1.0% | +10.4% | -11.4% | -3.0% |
| 6M | +7.9% | +45.7% | -37.8% | -0.1% |
| YTD | +2.0% | +42.6% | -40.6% | -5.7% |
| 1Y | -4.3% | +38.8% | -43.1% | -11.2% |
| 3Y | +25.9% | +418.8% | -392.9% | -14.2% |
| All | +5.8% | +274.4% | -268.6% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling