+157.6%
B vs THC
+250.3%
-92.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +9.4% | +1.3% | +8.2% | +9.2% |
| 3M | +5.0% | +64.2% | -59.3% | -1.1% |
| 6M | -3.5% | +8.3% | -11.8% | -5.0% |
| YTD | +4.5% | +33.4% | -28.9% | +0.2% |
| 1Y | +67.8% | +37.7% | +30.1% | +60.1% |
| 3Y | +196.7% | +236.8% | -40.1% | +152.0% |
| All | +157.6% | +250.3% | -92.7% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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