+1,773.8%
HWM vs THC
+1,183.5%
+590.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | -11.0% | +1.3% | -12.3% | -11.3% |
| 3M | +4.0% | +64.2% | -60.2% | -9.1% |
| 6M | -0.2% | +8.3% | -8.5% | -3.4% |
| YTD | +26.7% | +33.4% | -6.7% | +15.8% |
| 1Y | +44.7% | +37.7% | +7.0% | +30.6% |
| 3Y | +426.1% | +236.8% | +189.3% | +263.5% |
| 5Y | +738.5% | +249.3% | +489.2% | +445.9% |
| All | +1,773.8% | +1,183.5% | +590.3% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling