+10.8%
HD vs THC
+250.3%
-239.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -8.4% | +1.3% | -9.7% | -8.7% |
| 3M | +4.3% | +64.2% | -59.9% | -5.3% |
| 6M | -11.1% | +8.3% | -19.4% | -13.1% |
| YTD | -4.7% | +33.4% | -38.1% | -10.7% |
| 1Y | -19.8% | +37.7% | -57.5% | -25.6% |
| 3Y | +4.1% | +236.8% | -232.7% | -22.4% |
| All | +10.8% | +250.3% | -239.5% | -20.5% |
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