+116.2%
B vs THC
+267.4%
-151.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -4.3% | +9.0% | -13.3% | -5.4% |
| 3M | -2.3% | +12.9% | -15.2% | -3.8% |
| 6M | -16.2% | +52.8% | -69.1% | -20.8% |
| YTD | -8.8% | +47.4% | -56.3% | -13.8% |
| 1Y | +11.4% | +47.7% | -36.4% | +5.3% |
| 3Y | +174.3% | +444.7% | -270.4% | +118.8% |
| 5Y | +116.2% | +269.3% | -153.1% | +71.8% |
| All | +116.2% | +267.4% | -151.2% | +71.8% |
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