+4,096.6%
HDB vs THC
+94.0%
+4,002.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +13.3% | +3.7% | +9.7% | +12.7% |
| 30D | +13.6% | +9.0% | +4.5% | +12.0% |
| 3M | +5.8% | +10.4% | -4.6% | +4.0% |
| 6M | -1.9% | +45.7% | -47.6% | -8.2% |
| YTD | -31.2% | +42.6% | -73.8% | -35.7% |
| 1Y | -29.6% | +38.8% | -68.3% | -34.1% |
| 3Y | -10.1% | +418.8% | -428.9% | -33.8% |
| 5Y | -24.3% | +275.7% | -300.0% | -43.4% |
| 10Y | +59.3% | +1,496.2% | -1,436.9% | -21.5% |
| All | +4,096.6% | +94.0% | +4,002.7% | +1,581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling