-14.0%
HL vs THC
+44.8%
-58.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.0% |
| 7D | -7.6% | +0.1% | -7.8% | -7.6% |
| 30D | -17.5% | +7.5% | -25.0% | -18.7% |
| 3M | -26.2% | +7.5% | -33.8% | -27.5% |
| 6M | -35.1% | +46.4% | -81.5% | -40.4% |
| YTD | -30.4% | +44.4% | -74.7% | -37.2% |
| 1Y | -14.0% | +43.4% | -57.4% | -22.1% |
| All | -14.0% | +44.8% | -58.7% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling