+151.8%
HPE vs THC
+40.1%
+111.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.3% | +5.6% |
| 7D | +13.6% | +4.1% | +9.6% | +14.1% |
| 30D | +7.7% | +3.5% | +4.2% | +8.2% |
| 3M | +22.4% | +61.7% | -39.4% | +29.9% |
| 6M | +172.6% | +11.8% | +160.8% | +189.2% |
| YTD | +147.5% | +35.4% | +112.1% | +161.6% |
| 1Y | +151.8% | +37.0% | +114.8% | +160.0% |
| All | +151.8% | +40.1% | +111.7% | +160.0% |
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