+1,644.1%
THC vs HIG
+261.7%
+1,382.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +1.0% | +2.6% | -1.7% | -1.1% |
| 30D | +5.3% | +4.2% | +1.1% | +1.8% |
| 3M | +7.1% | +0.2% | +6.9% | +6.5% |
| 6M | +46.0% | +4.6% | +41.4% | +39.4% |
| YTD | +43.9% | +1.1% | +42.8% | +40.5% |
| 1Y | +45.4% | +4.7% | +40.8% | +37.7% |
| 3Y | +421.3% | +95.5% | +325.8% | +190.4% |
| 5Y | +261.5% | +111.7% | +149.8% | +85.3% |
| All | +1,644.1% | +261.7% | +1,382.4% | +419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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