+73.5%
BA vs THC
+1,000.2%
-926.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.2% | -0.7% | +1.8% | +1.3% |
| 30D | -11.6% | +1.3% | -12.9% | -12.0% |
| 3M | -2.4% | +64.2% | -66.6% | -15.1% |
| 6M | -6.6% | +8.3% | -14.9% | -9.6% |
| YTD | -2.2% | +33.4% | -35.6% | -11.1% |
| 1Y | -8.0% | +37.7% | -45.7% | -17.6% |
| 3Y | -5.0% | +236.8% | -241.8% | -36.4% |
| 5Y | -2.7% | +249.3% | -252.0% | -38.8% |
| All | +73.5% | +1,000.2% | -926.8% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling