+1,516.2%
HWM vs THC
+1,758.3%
-242.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.8% | +8.8% | -10.6% | -4.1% |
| 30D | -2.7% | +10.0% | -12.7% | -5.4% |
| 3M | -22.7% | +11.7% | -34.4% | -25.2% |
| 6M | -18.9% | +52.5% | -71.4% | -28.4% |
| YTD | +7.1% | +46.1% | -39.0% | -5.0% |
| 1Y | +4.7% | +49.1% | -44.4% | -7.8% |
| 3Y | +345.6% | +439.6% | -94.1% | +167.8% |
| 5Y | +588.3% | +263.2% | +325.1% | +337.1% |
| 10Y | +1,516.2% | +1,900.5% | -384.3% | +547.7% |
| All | +1,516.2% | +1,758.3% | -242.2% | +547.7% |
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 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