+16.4%
HPQ vs THC
+450.2%
-433.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.5% | +8.8% | -8.3% | -0.8% |
| 30D | -5.9% | +10.0% | -15.9% | -7.3% |
| 3M | -3.7% | +11.7% | -15.4% | -5.4% |
| 6M | +28.1% | +52.5% | -24.4% | +20.4% |
| YTD | +32.5% | +46.1% | -13.6% | +24.5% |
| 1Y | +18.1% | +49.1% | -31.0% | +10.4% |
| 3Y | +16.4% | +439.6% | -423.2% | -13.3% |
| All | +16.4% | +450.2% | -433.7% | -13.3% |
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