+243.3%
HL vs THC
+248.0%
-4.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +7.1% | -2.6% | +9.6% | +7.7% |
| 30D | +21.4% | -1.2% | +22.6% | +21.5% |
| 3M | +37.4% | +58.9% | -21.5% | +21.0% |
| 6M | +0.4% | +9.3% | -8.9% | -3.0% |
| YTD | +6.7% | +30.4% | -23.7% | -2.3% |
| 1Y | +102.4% | +34.6% | +67.8% | +82.2% |
| 3Y | +417.4% | +246.7% | +170.8% | +239.6% |
| 5Y | +243.3% | +244.5% | -1.2% | +111.4% |
| All | +243.3% | +248.0% | -4.6% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling