-4.3%
HL vs THC
+49.8%
-54.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -16.2% | +9.0% | -25.2% | -17.7% |
| 3M | -20.5% | +12.9% | -33.4% | -22.6% |
| 6M | -31.7% | +52.8% | -84.5% | -38.1% |
| YTD | -26.4% | +47.4% | -73.8% | -33.9% |
| 1Y | -4.3% | +47.7% | -52.0% | -14.4% |
| All | -4.3% | +49.8% | -54.1% | -14.4% |
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