+249.2%
HPE vs THC
+253.4%
-4.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.0% | +7.9% |
| 7D | +10.1% | -2.6% | +12.7% | +10.4% |
| 30D | +5.3% | -1.2% | +6.5% | +5.4% |
| 3M | +12.7% | +58.9% | -46.2% | +6.7% |
| 6M | +167.7% | +9.3% | +158.3% | +167.7% |
| YTD | +135.5% | +30.4% | +105.1% | +127.3% |
| 1Y | +143.4% | +34.6% | +108.8% | +132.2% |
| 3Y | +249.2% | +246.7% | +2.5% | +168.6% |
| All | +249.2% | +253.4% | -4.3% | +168.6% |
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