+630.8%
HLT vs THC
+539.0%
+91.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | -2.4% | -2.6% | +0.1% | -1.9% |
| 30D | -4.1% | -1.2% | -2.9% | -3.9% |
| 3M | -10.6% | +58.9% | -69.5% | -19.2% |
| 6M | +2.0% | +9.3% | -7.3% | -0.8% |
| YTD | +6.1% | +30.4% | -24.2% | -0.9% |
| 1Y | +9.8% | +34.6% | -24.8% | +1.5% |
| 3Y | +99.0% | +246.7% | -147.6% | +45.7% |
| 5Y | +151.5% | +244.5% | -93.1% | +77.2% |
| 10Y | +561.1% | +950.1% | -389.0% | +228.6% |
| All | +630.8% | +539.0% | +91.8% | +315.8% |
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