+621.7%
HPE vs THC
+645.6%
-23.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | -2.3% | +1.3% | -3.6% | -2.5% |
| 3M | -2.9% | +64.2% | -67.1% | -12.6% |
| 6M | +143.6% | +8.3% | +135.3% | +136.9% |
| YTD | +118.5% | +33.4% | +85.1% | +102.6% |
| 1Y | +129.2% | +37.7% | +91.5% | +110.2% |
| 3Y | +212.5% | +236.8% | -24.3% | +131.4% |
| 5Y | +286.9% | +249.3% | +37.6% | +172.9% |
| 10Y | +432.3% | +995.2% | -562.9% | +173.0% |
| All | +621.7% | +645.6% | -23.9% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling