+213.9%
HPQ vs THC
+1,045.0%
-831.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.1% | +4.2% |
| 7D | +2.2% | +4.1% | -1.8% | +1.5% |
| 30D | +9.7% | +3.5% | +6.2% | +9.0% |
| 3M | +32.7% | +61.7% | -29.0% | +20.3% |
| 6M | +77.7% | +11.8% | +65.9% | +72.4% |
| YTD | +51.0% | +35.4% | +15.6% | +40.1% |
| 1Y | +18.4% | +37.0% | -18.6% | +9.3% |
| 3Y | +25.6% | +260.1% | -234.5% | -7.8% |
| 5Y | +38.6% | +262.6% | -224.0% | -2.0% |
| All | +213.9% | +1,045.0% | -831.1% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling