+263.4%
THC vs HRB
+142.1%
+121.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.6% |
| 7D | +7.5% | -2.4% | +9.9% | +8.0% |
| 30D | +9.6% | +15.7% | -6.2% | +6.5% |
| 3M | +10.3% | +11.4% | -1.1% | +7.6% |
| 6M | +51.8% | +40.7% | +11.1% | +41.5% |
| YTD | +45.4% | +21.0% | +24.5% | +41.7% |
| 1Y | +40.8% | +7.2% | +33.6% | +42.1% |
| 3Y | +448.8% | +29.2% | +419.7% | +414.9% |
| 5Y | +263.4% | +142.3% | +121.0% | +198.5% |
| All | +263.4% | +142.1% | +121.2% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling