+553.3%
THC vs HRB
+3,493.2%
-2,939.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +3.1% |
| 7D | +7.5% | -2.4% | +9.9% | +8.4% |
| 30D | +9.6% | +15.7% | -6.2% | +4.1% |
| 3M | +10.3% | +11.4% | -1.1% | +5.3% |
| 6M | +51.8% | +40.7% | +11.1% | +33.3% |
| YTD | +45.4% | +21.0% | +24.5% | +30.8% |
| 1Y | +40.8% | +7.2% | +33.6% | +31.7% |
| 3Y | +448.8% | +29.2% | +419.7% | +371.2% |
| 5Y | +263.4% | +142.3% | +121.0% | +141.5% |
| 10Y | +1,800.1% | +253.1% | +1,547.0% | +960.7% |
| All | +553.3% | +3,493.2% | -2,939.9% | +55.8% |
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