+540.2%
HPE vs THC
+1,002.8%
-462.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.3% | +4.4% |
| 7D | +13.6% | +4.1% | +9.6% | +12.8% |
| 30D | +7.7% | +3.5% | +4.2% | +7.0% |
| 3M | +22.4% | +61.7% | -39.4% | +10.6% |
| 6M | +172.6% | +11.8% | +160.8% | +163.6% |
| YTD | +147.5% | +35.4% | +112.1% | +129.0% |
| 1Y | +151.8% | +37.0% | +114.8% | +131.4% |
| 3Y | +267.1% | +260.1% | +7.0% | +168.6% |
| 5Y | +362.8% | +262.6% | +100.2% | +224.6% |
| 10Y | +540.2% | +1,039.2% | -499.0% | +227.3% |
| All | +540.2% | +1,002.8% | -462.6% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling