+31.8%
BA vs THC
+1,421.6%
-1,389.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +1.1% | +3.7% | -2.6% | 0.0% |
| 30D | -7.9% | +9.0% | -17.0% | -10.1% |
| 3M | -25.3% | +10.4% | -35.7% | -27.5% |
| 6M | -24.6% | +45.7% | -70.2% | -32.6% |
| YTD | -20.1% | +42.6% | -62.7% | -28.9% |
| 1Y | -11.8% | +38.8% | -50.5% | -21.1% |
| 3Y | -10.1% | +418.8% | -429.0% | -46.9% |
| 5Y | -22.7% | +275.7% | -298.4% | -52.6% |
| All | +31.8% | +1,421.6% | -1,389.9% | -47.6% |
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