+2,590.5%
HPQ vs THC
+573.0%
+2,017.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | -3.2% | +0.2% | -3.5% | -3.3% |
| 30D | -3.0% | +9.0% | -12.1% | -4.4% |
| 3M | +0.6% | +12.9% | -12.3% | -1.4% |
| 6M | +36.6% | +52.8% | -16.3% | +27.2% |
| YTD | +35.0% | +47.4% | -12.4% | +25.6% |
| 1Y | +23.1% | +47.7% | -24.7% | +14.4% |
| 3Y | +18.6% | +444.7% | -426.0% | -11.7% |
| 5Y | +10.3% | +269.3% | -258.9% | -15.2% |
| 10Y | +157.1% | +1,913.5% | -1,756.5% | +40.7% |
| All | +2,590.5% | +573.0% | +2,017.5% | +1,069.7% |
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 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