+18.7%
HPQ vs THC
+40.9%
-22.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +14.4% | +1.3% | +13.2% | +14.3% |
| 3M | +25.6% | +64.2% | -38.6% | +24.8% |
| 6M | +75.0% | +8.3% | +66.8% | +77.5% |
| YTD | +50.7% | +33.4% | +17.3% | +49.6% |
| 1Y | +18.7% | +37.7% | -19.0% | +14.8% |
| All | +18.7% | +40.9% | -22.2% | +14.8% |
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