+144.6%
HST vs THC
+1,758.3%
-1,613.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.5% |
| 7D | +0.6% | +8.8% | -8.3% | -1.6% |
| 30D | +14.5% | +10.0% | +4.4% | +11.7% |
| 3M | +15.4% | +11.7% | +3.7% | +11.9% |
| 6M | +22.0% | +52.5% | -30.5% | +8.5% |
| YTD | +54.9% | +46.1% | +8.8% | +38.0% |
| 1Y | +54.0% | +49.1% | +4.9% | +36.0% |
| 3Y | +90.4% | +439.6% | -349.2% | +14.7% |
| 5Y | +84.2% | +263.2% | -178.9% | +17.1% |
| 10Y | +144.6% | +1,900.5% | -1,755.9% | -3.6% |
| All | +144.6% | +1,758.3% | -1,613.7% | -3.6% |
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