+223.1%
HPE vs THC
+450.2%
-227.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -9.7% | +8.8% | -18.6% | -10.3% |
| 30D | -34.8% | +10.0% | -44.8% | -35.2% |
| 3M | -12.1% | +11.7% | -23.8% | -12.9% |
| 6M | +53.7% | +52.5% | +1.3% | +47.8% |
| YTD | +101.9% | +46.1% | +55.9% | +93.9% |
| 1Y | +104.3% | +49.1% | +55.2% | +95.0% |
| 3Y | +223.1% | +439.6% | -216.6% | +108.7% |
| All | +223.1% | +450.2% | -227.1% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling