+138.0%
B vs THC
+274.4%
-136.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +9.6% | +3.7% | +5.9% | +9.1% |
| 30D | +3.5% | +9.0% | -5.5% | +2.4% |
| 3M | -1.6% | +10.4% | -12.0% | -2.8% |
| 6M | -1.7% | +45.7% | -47.3% | -6.5% |
| YTD | -5.3% | +42.6% | -47.9% | -10.1% |
| 1Y | +27.2% | +38.8% | -11.5% | +21.1% |
| 3Y | +166.1% | +418.8% | -252.7% | +113.4% |
| All | +138.0% | +274.4% | -136.4% | +89.3% |
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