-36.5%
HDB vs THC
+32.5%
-68.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.9% |
| 7D | -2.0% | -2.6% | +0.5% | -1.9% |
| 30D | -4.9% | -1.2% | -3.7% | -4.8% |
| 3M | -2.3% | +58.9% | -61.2% | -4.5% |
| 6M | -23.7% | +9.3% | -33.1% | -26.2% |
| YTD | -38.5% | +30.4% | -68.8% | -39.2% |
| 1Y | -36.5% | +34.6% | -71.1% | -36.8% |
| All | -36.5% | +32.5% | -68.9% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling