+1,511.7%
HST vs THC
+550.9%
+960.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.6% |
| 30D | +10.7% | +9.0% | +1.7% | +8.4% |
| 3M | +6.3% | +10.4% | -4.1% | +3.5% |
| 6M | +19.0% | +45.7% | -26.7% | +7.7% |
| YTD | +47.0% | +42.6% | +4.5% | +32.8% |
| 1Y | +53.4% | +38.8% | +14.7% | +39.0% |
| 3Y | +78.0% | +418.8% | -340.8% | +14.0% |
| 5Y | +71.7% | +275.7% | -204.0% | +13.4% |
| 10Y | +146.2% | +1,496.2% | -1,350.0% | -1.3% |
| All | +1,511.7% | +550.9% | +960.9% | +374.5% |
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 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