+473.2%
THC vs HIG
+997.5%
-524.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.1% |
| 7D | +8.8% | +2.1% | +6.7% | +8.3% |
| 30D | +10.0% | +6.7% | +3.3% | +8.2% |
| 3M | +11.7% | -1.9% | +13.6% | +12.2% |
| 6M | +52.5% | +5.3% | +47.1% | +50.1% |
| YTD | +46.1% | +1.3% | +44.7% | +45.2% |
| 1Y | +49.1% | +7.2% | +41.9% | +45.9% |
| 3Y | +439.6% | +96.6% | +343.0% | +352.2% |
| 5Y | +263.2% | +110.0% | +153.2% | +200.2% |
| 10Y | +1,900.5% | +268.4% | +1,632.1% | +1,374.3% |
| All | +473.2% | +997.5% | -524.3% | +142.0% |
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