+536.9%
HWM vs THC
+274.4%
+262.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | +3.3% | +3.7% | -0.4% | +2.3% |
| 30D | -7.6% | +9.0% | -16.6% | -9.6% |
| 3M | -28.9% | +10.4% | -39.3% | -30.7% |
| 6M | -19.7% | +45.7% | -65.3% | -27.1% |
| YTD | +0.5% | +42.6% | -42.0% | -8.8% |
| 1Y | +0.3% | +38.8% | -38.5% | -8.7% |
| 3Y | +325.8% | +418.8% | -93.0% | +174.7% |
| All | +536.9% | +274.4% | +262.6% | +330.2% |
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