+1,462.0%
BA vs THC
+558.0%
+903.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.2% |
| 7D | -0.1% | +5.9% | -6.0% | -1.1% |
| 30D | -9.1% | +10.8% | -20.0% | -10.8% |
| 3M | -28.2% | +9.4% | -37.6% | -29.4% |
| 6M | -23.1% | +53.3% | -76.4% | -29.2% |
| YTD | -20.6% | +44.2% | -64.7% | -26.4% |
| 1Y | -12.7% | +37.3% | -50.0% | -18.6% |
| 3Y | -11.6% | +421.6% | -433.2% | -36.3% |
| 5Y | -23.1% | +279.8% | -303.0% | -43.3% |
| 10Y | +34.4% | +1,513.9% | -1,479.5% | -27.5% |
| All | +1,462.0% | +558.0% | +903.9% | +562.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling