-22.2%
HDB vs THC
+258.4%
-280.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.7% | +1.0% | +1.8% | +2.6% |
| 30D | +14.1% | +5.3% | +8.8% | +13.4% |
| 3M | +11.8% | +7.1% | +4.7% | +10.8% |
| 6M | +8.2% | +46.0% | -37.9% | +2.9% |
| YTD | -29.3% | +43.9% | -73.2% | -32.9% |
| 1Y | -28.8% | +45.4% | -74.2% | -32.5% |
| 3Y | -7.5% | +421.3% | -428.8% | -29.7% |
| All | -22.2% | +258.4% | -280.6% | -39.6% |
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