+1,900.5%
THC vs HRB
+252.0%
+1,648.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +8.8% | -4.0% | +12.9% | +10.6% |
| 30D | +10.0% | +15.8% | -5.7% | +3.8% |
| 3M | +11.7% | +12.0% | -0.4% | +5.6% |
| 6M | +52.5% | +40.7% | +11.7% | +31.0% |
| YTD | +46.1% | +21.0% | +25.1% | +30.4% |
| 1Y | +49.1% | +11.7% | +37.4% | +37.5% |
| 3Y | +439.6% | +25.0% | +414.7% | +356.6% |
| 5Y | +263.2% | +141.0% | +122.1% | +110.1% |
| 10Y | +1,900.5% | +241.3% | +1,659.2% | +794.0% |
| All | +1,900.5% | +252.0% | +1,648.5% | +794.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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