+499.2%
THC vs HRB
+3,357.9%
-2,858.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.9% |
| 7D | -0.7% | -5.7% | +5.0% | +1.3% |
| 30D | +1.3% | +7.9% | -6.6% | -1.8% |
| 3M | +64.2% | +32.1% | +32.1% | +48.2% |
| 6M | +8.3% | +62.2% | -54.0% | -10.7% |
| YTD | +33.4% | +16.4% | +17.0% | +22.0% |
| 1Y | +37.7% | -0.3% | +37.9% | +32.4% |
| 3Y | +236.8% | +36.0% | +200.8% | +184.2% |
| 5Y | +249.3% | +125.2% | +124.1% | +139.1% |
| 10Y | +995.2% | +237.7% | +757.6% | +526.3% |
| All | +499.2% | +3,357.9% | -2,858.7% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling