+249.6%
HL vs THC
+423.7%
-174.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -11.1% | +1.0% | -12.1% | -11.3% |
| 30D | -12.1% | +5.3% | -17.4% | -13.0% |
| 3M | -26.1% | +7.1% | -33.2% | -27.3% |
| 6M | -37.7% | +46.0% | -83.8% | -43.3% |
| YTD | -31.7% | +43.9% | -75.6% | -38.2% |
| 1Y | -11.6% | +45.4% | -57.1% | -20.3% |
| 3Y | +249.6% | +421.3% | -171.6% | +60.3% |
| All | +249.6% | +423.7% | -174.0% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling