+741.5%
HWM vs THC
+250.3%
+491.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | -11.0% | +1.3% | -12.3% | -11.3% |
| 3M | +4.0% | +64.2% | -60.2% | -7.9% |
| 6M | -0.2% | +8.3% | -8.5% | -2.9% |
| YTD | +26.7% | +33.4% | -6.7% | +17.0% |
| 1Y | +44.7% | +37.7% | +7.0% | +32.1% |
| 3Y | +426.1% | +236.8% | +189.3% | +277.7% |
| All | +741.5% | +250.3% | +491.1% | +507.8% |
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 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