+96.7%
HST vs THC
+1,000.2%
-903.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | -12.3% | +1.3% | -13.5% | -12.6% |
| 3M | -6.4% | +64.2% | -70.6% | -17.6% |
| 6M | +15.0% | +8.3% | +6.7% | +11.5% |
| YTD | +30.5% | +33.4% | -2.9% | +19.5% |
| 1Y | +35.7% | +37.7% | -2.0% | +22.5% |
| 3Y | +68.4% | +236.8% | -168.4% | +16.1% |
| 5Y | +73.1% | +249.3% | -176.1% | +12.3% |
| All | +96.7% | +1,000.2% | -903.6% | -13.5% |
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