+26.6%
BA vs THC
+1,758.3%
-1,731.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | 0.0% | +8.8% | -8.8% | -2.3% |
| 30D | -8.9% | +10.0% | -19.0% | -11.4% |
| 3M | -25.5% | +11.7% | -37.2% | -28.0% |
| 6M | -27.0% | +52.5% | -79.4% | -35.7% |
| YTD | -20.1% | +46.1% | -66.2% | -29.6% |
| 1Y | -11.0% | +49.1% | -60.1% | -22.2% |
| 3Y | -11.8% | +439.6% | -451.5% | -49.4% |
| 5Y | -20.6% | +263.2% | -283.8% | -51.6% |
| 10Y | +26.6% | +1,900.5% | -1,873.9% | -52.1% |
| All | +26.6% | +1,758.3% | -1,731.7% | -52.1% |
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