-11.8%
BA vs THC
+35.6%
-47.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +1.1% | +3.7% | -2.6% | +0.6% |
| 30D | -7.9% | +9.0% | -17.0% | -8.9% |
| 3M | -25.3% | +10.4% | -35.7% | -26.3% |
| 6M | -24.6% | +45.7% | -70.2% | -28.4% |
| YTD | -20.1% | +42.6% | -62.7% | -23.3% |
| 1Y | -11.8% | +38.8% | -50.5% | -15.2% |
| All | -11.8% | +35.6% | -47.4% | -15.2% |
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