-25.3%
HDB vs THC
+274.4%
-299.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +13.3% | +3.7% | +9.7% | +12.8% |
| 30D | +13.6% | +9.0% | +4.5% | +12.3% |
| 3M | +5.8% | +10.4% | -4.6% | +4.4% |
| 6M | -1.9% | +45.7% | -47.6% | -6.7% |
| YTD | -31.2% | +42.6% | -73.8% | -34.6% |
| 1Y | -29.6% | +38.8% | -68.3% | -32.9% |
| 3Y | -10.1% | +418.8% | -428.9% | -31.6% |
| All | -25.3% | +274.4% | -299.7% | -42.7% |
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 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