-0.9%
BA vs THC
+250.3%
-251.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.9% |
| 3M | -2.4% | +64.2% | -66.6% | -12.6% |
| 6M | -6.6% | +8.3% | -14.9% | -9.0% |
| YTD | -2.2% | +33.4% | -35.6% | -9.3% |
| 1Y | -8.0% | +37.7% | -45.7% | -15.7% |
| 3Y | -5.0% | +236.8% | -241.8% | -32.2% |
| All | -0.9% | +250.3% | -251.2% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling