+59.1%
HL vs THC
+508.9%
-449.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +1.5% | -0.7% | +2.1% | +1.5% |
| 30D | +25.1% | +1.3% | +23.8% | +24.7% |
| 3M | +22.9% | +64.2% | -41.4% | +13.7% |
| 6M | -4.9% | +8.3% | -13.2% | -6.6% |
| YTD | +7.8% | +33.4% | -25.5% | +2.3% |
| 1Y | +133.9% | +37.7% | +96.2% | +120.0% |
| 3Y | +380.9% | +236.8% | +144.1% | +292.3% |
| 5Y | +230.2% | +249.3% | -19.0% | +161.9% |
| 10Y | +265.6% | +995.2% | -729.7% | +128.7% |
| All | +59.1% | +508.9% | -449.8% | -13.2% |
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