+71.6%
HST vs THC
+274.4%
-202.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.4% |
| 30D | +10.7% | +9.0% | +1.7% | +8.7% |
| 3M | +6.3% | +10.4% | -4.1% | +4.0% |
| 6M | +19.0% | +45.7% | -26.7% | +9.5% |
| YTD | +47.0% | +42.6% | +4.5% | +35.0% |
| 1Y | +53.4% | +38.8% | +14.7% | +41.3% |
| 3Y | +78.0% | +418.8% | -340.8% | +14.3% |
| All | +71.6% | +274.4% | -202.8% | +11.7% |
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