+244.5%
THC vs HIG
+122.5%
+122.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.0% |
| 7D | -2.6% | -1.1% | -1.5% | -1.9% |
| 30D | -1.2% | -4.9% | +3.7% | +2.0% |
| 3M | +58.9% | +6.8% | +52.1% | +51.8% |
| 6M | +9.3% | -1.7% | +11.0% | +9.7% |
| YTD | +30.4% | -0.2% | +30.6% | +29.4% |
| 1Y | +34.6% | +5.7% | +28.9% | +28.0% |
| 3Y | +246.7% | +100.3% | +146.4% | +103.9% |
| 5Y | +244.5% | +118.5% | +126.1% | +88.6% |
| All | +244.5% | +122.5% | +122.0% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling