+33,950.9%
HD vs THC
+558.0%
+33,392.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.2% |
| 7D | +6.4% | +5.9% | +0.5% | +5.5% |
| 30D | +22.1% | +10.8% | +11.2% | +20.2% |
| 3M | -0.2% | +9.4% | -9.6% | -1.6% |
| 6M | +12.6% | +53.3% | -40.7% | +5.1% |
| YTD | +3.9% | +44.2% | -40.2% | -2.5% |
| 1Y | -3.7% | +37.3% | -41.1% | -9.2% |
| 3Y | +27.9% | +421.6% | -393.7% | -3.1% |
| 5Y | +7.8% | +279.8% | -272.0% | -16.8% |
| 10Y | +269.4% | +1,513.9% | -1,244.5% | +101.1% |
| All | +33,950.9% | +558.0% | +33,392.9% | +13,623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling