+459.5%
THC vs HIG
+967.2%
-507.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +3.7% | +1.1% | +2.6% | +3.4% |
| 30D | +9.0% | +5.6% | +3.5% | +7.5% |
| 3M | +10.4% | -6.9% | +17.3% | +12.4% |
| 6M | +45.7% | +1.3% | +44.4% | +44.9% |
| YTD | +42.6% | -1.5% | +44.0% | +42.7% |
| 1Y | +38.8% | +6.6% | +32.2% | +36.0% |
| 3Y | +418.8% | +91.2% | +327.6% | +338.0% |
| 5Y | +275.7% | +106.1% | +169.6% | +212.1% |
| 10Y | +1,496.2% | +283.7% | +1,212.5% | +1,068.0% |
| All | +459.5% | +967.2% | -507.7% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling