+348.5%
HWM vs THC
+436.4%
-87.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +2.1% |
| 7D | +5.0% | +0.2% | +4.7% | +4.9% |
| 30D | +1.5% | +9.0% | -7.5% | -0.4% |
| 3M | -20.3% | +12.9% | -33.2% | -22.4% |
| 6M | -18.0% | +52.8% | -70.9% | -25.6% |
| YTD | +9.5% | +47.4% | -37.9% | -0.3% |
| 1Y | +7.5% | +47.7% | -40.3% | -2.3% |
| All | +348.5% | +436.4% | -87.9% | +229.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling