+3,769.4%
HDB vs THC
+81.4%
+3,688.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 6M | -24.7% | +8.3% | -33.0% | -26.1% |
| YTD | -36.6% | +33.4% | -69.9% | -40.1% |
| 1Y | -34.4% | +37.7% | -72.0% | -38.5% |
| 3Y | -24.4% | +236.8% | -261.2% | -40.4% |
| 5Y | -35.4% | +249.3% | -284.6% | -51.1% |
| 10Y | +39.5% | +995.2% | -955.7% | -26.4% |
| All | +3,769.4% | +81.4% | +3,688.0% | +1,468.3% |
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