+2.7%
HL vs THC
+559.0%
-556.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.1% |
| 7D | -7.6% | +0.1% | -7.8% | -7.6% |
| 30D | -17.5% | +7.5% | -25.0% | -18.3% |
| 3M | -26.2% | +7.5% | -33.8% | -27.1% |
| 6M | -35.1% | +46.4% | -81.5% | -39.0% |
| YTD | -30.4% | +44.4% | -74.7% | -34.7% |
| 1Y | -14.0% | +43.4% | -57.4% | -19.2% |
| 3Y | +256.3% | +433.3% | -177.0% | +172.7% |
| 5Y | +112.5% | +262.5% | -150.0% | +67.9% |
| 10Y | +131.3% | +1,871.5% | -1,740.2% | +36.1% |
| All | +2.7% | +559.0% | -556.3% | -44.6% |
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