+129.2%
HPE vs THC
+40.9%
+88.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.7% |
| 30D | -2.3% | +1.3% | -3.6% | -2.1% |
| 3M | -2.9% | +64.2% | -67.1% | +3.0% |
| 6M | +143.6% | +8.3% | +135.3% | +158.0% |
| YTD | +118.5% | +33.4% | +85.1% | +130.2% |
| 1Y | +129.2% | +37.7% | +91.5% | +134.9% |
| All | +129.2% | +40.9% | +88.3% | +134.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling