+32.2%
HPQ vs THC
+248.0%
-215.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.1% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | +3.7% | -1.2% | +4.9% | +3.9% |
| 3M | +24.3% | +58.9% | -34.6% | +13.1% |
| 6M | +64.8% | +9.3% | +55.4% | +61.0% |
| YTD | +43.9% | +30.4% | +13.5% | +34.7% |
| 1Y | +11.7% | +34.6% | -22.9% | +3.4% |
| 3Y | +19.7% | +246.7% | -227.0% | -14.3% |
| 5Y | +32.2% | +244.5% | -212.3% | -10.7% |
| All | +32.2% | +248.0% | -215.7% | -10.7% |
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