+1,644.1%
THC vs HRB
+221.6%
+1,422.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.0% | -5.1% | +6.0% | +2.9% |
| 30D | +5.3% | +8.7% | -3.4% | +1.8% |
| 3M | +7.1% | -5.4% | +12.5% | +8.8% |
| 6M | +46.0% | +41.6% | +4.5% | +25.3% |
| YTD | +43.9% | +18.7% | +25.3% | +29.6% |
| 1Y | +45.4% | +16.4% | +29.0% | +31.5% |
| 3Y | +421.3% | +22.0% | +399.3% | +346.0% |
| 5Y | +261.5% | +141.2% | +120.2% | +109.3% |
| All | +1,644.1% | +221.6% | +1,422.5% | +716.9% |
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