+116.4%
HPE vs THC
+46.1%
+70.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.6% | -15.3% | -4.1% |
| 7D | -17.0% | +8.8% | -25.8% | -15.6% |
| 30D | -26.7% | +12.6% | -39.4% | -25.2% |
| 3M | -4.1% | +15.4% | -19.5% | -1.7% |
| 6M | +75.4% | +57.7% | +17.7% | +90.7% |
| YTD | +111.0% | +47.1% | +64.0% | +129.0% |
| 1Y | +116.4% | +40.7% | +75.8% | +135.7% |
| All | +116.4% | +46.1% | +70.3% | +135.7% |
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