+342.1%
HWM vs THC
+423.7%
-81.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +7.3% | +1.0% | +6.3% | +7.1% |
| 30D | +1.6% | +5.3% | -3.7% | +0.4% |
| 3M | -21.9% | +7.1% | -29.0% | -23.1% |
| 6M | -19.0% | +46.0% | -65.1% | -25.9% |
| YTD | +7.9% | +43.9% | -36.0% | -1.3% |
| 1Y | +9.9% | +45.4% | -35.5% | +0.2% |
| 3Y | +342.1% | +421.3% | -79.2% | +226.7% |
| All | +342.1% | +423.7% | -81.5% | +226.7% |
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 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