+61.3%
HDB vs THC
+1,325.8%
-1,264.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.4% |
| 7D | +13.7% | +7.5% | +6.2% | +12.8% |
| 30D | +15.8% | +9.6% | +6.3% | +14.6% |
| 3M | +9.2% | +10.3% | -1.0% | +8.0% |
| 6M | +3.2% | +51.8% | -48.6% | -2.0% |
| YTD | -29.4% | +45.4% | -74.8% | -32.8% |
| 1Y | -27.9% | +40.8% | -68.7% | -31.3% |
| 3Y | -5.9% | +448.8% | -454.7% | -24.8% |
| 5Y | -23.5% | +263.4% | -286.9% | -37.5% |
| 10Y | +61.3% | +1,800.1% | -1,738.7% | +9.7% |
| All | +61.3% | +1,325.8% | -1,264.4% | +9.7% |
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