+343.8%
HPE vs THC
+248.0%
+95.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.0% | +8.1% |
| 7D | +10.1% | -2.6% | +12.7% | +10.5% |
| 30D | +5.3% | -1.2% | +6.5% | +5.4% |
| 3M | +12.7% | +58.9% | -46.2% | +3.7% |
| 6M | +167.7% | +9.3% | +158.3% | +162.9% |
| YTD | +135.5% | +30.4% | +105.1% | +122.2% |
| 1Y | +143.4% | +34.6% | +108.8% | +127.1% |
| 3Y | +249.2% | +246.7% | +2.5% | +157.8% |
| 5Y | +343.8% | +244.5% | +99.3% | +220.1% |
| All | +343.8% | +248.0% | +95.9% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling