-35.7%
HDB vs THC
+250.3%
-286.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -2.8% | +1.3% | -4.1% | -3.0% |
| 3M | -3.5% | +64.2% | -67.8% | -9.4% |
| 6M | -24.7% | +8.3% | -33.0% | -25.9% |
| YTD | -36.6% | +33.4% | -69.9% | -39.2% |
| 1Y | -34.4% | +37.7% | -72.0% | -37.5% |
| 3Y | -24.4% | +236.8% | -261.2% | -38.7% |
| All | -35.7% | +250.3% | -286.1% | -49.8% |
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 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