+71.7%
HST vs THC
+250.3%
-178.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | -12.3% | +1.3% | -13.5% | -12.5% |
| 3M | -6.4% | +64.2% | -70.6% | -15.7% |
| 6M | +15.0% | +8.3% | +6.7% | +12.4% |
| YTD | +30.5% | +33.4% | -2.9% | +21.6% |
| 1Y | +35.7% | +37.7% | -2.0% | +24.8% |
| 3Y | +68.4% | +236.8% | -168.4% | +20.0% |
| All | +71.7% | +250.3% | -178.6% | +16.8% |
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