+1,039.2%
THC vs HBM
+625.8%
+413.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.0% |
| 7D | +4.1% | +5.5% | -1.4% | +2.6% |
| 30D | +3.5% | +3.3% | +0.2% | +2.3% |
| 3M | +61.7% | +12.7% | +49.1% | +54.4% |
| 6M | +11.8% | +28.2% | -16.4% | +1.3% |
| YTD | +35.4% | +45.3% | -9.9% | +17.1% |
| 1Y | +37.0% | +121.7% | -84.7% | +4.2% |
| 3Y | +260.1% | +523.5% | -263.5% | +91.2% |
| 5Y | +262.6% | +393.9% | -131.3% | +89.3% |
| 10Y | +1,039.2% | +647.9% | +391.3% | +279.9% |
| All | +1,039.2% | +625.8% | +413.4% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling