+37.0%
THC vs HBM
+117.5%
-80.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.9% |
| 7D | +4.1% | +5.5% | -1.4% | +3.9% |
| 30D | +3.5% | +3.3% | +0.2% | +3.3% |
| 3M | +61.7% | +12.7% | +49.1% | +61.4% |
| 6M | +11.8% | +28.2% | -16.4% | +9.2% |
| YTD | +35.4% | +45.3% | -9.9% | +31.7% |
| 1Y | +37.0% | +121.7% | -84.7% | +32.7% |
| All | +37.0% | +117.5% | -80.5% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling