-10.6%
BA vs THC
+46.1%
-56.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.6% | -7.5% | +0.9% |
| 7D | +5.9% | +8.8% | -2.9% | +4.7% |
| 30D | -8.2% | +12.6% | -20.8% | -9.5% |
| 3M | -25.4% | +15.4% | -40.7% | -26.7% |
| 6M | -20.0% | +57.7% | -77.7% | -24.7% |
| YTD | -18.5% | +47.1% | -65.5% | -22.1% |
| 1Y | -10.6% | +40.7% | -51.3% | -14.4% |
| All | -10.6% | +46.1% | -56.8% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling