-11.0%
BA vs THC
+51.2%
-62.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | 0.0% | +8.8% | -8.8% | -1.1% |
| 30D | -8.9% | +10.0% | -19.0% | -10.1% |
| 3M | -25.5% | +11.7% | -37.2% | -26.6% |
| 6M | -27.0% | +52.5% | -79.4% | -31.1% |
| YTD | -20.1% | +46.1% | -66.2% | -23.6% |
| 1Y | -11.0% | +49.1% | -60.1% | -15.0% |
| All | -11.0% | +51.2% | -62.2% | -15.0% |
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