+263.2%
BAC vs THC
+1,421.6%
-1,158.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.2% | +3.7% | -4.9% | -1.9% |
| 30D | -7.7% | +9.0% | -16.7% | -9.3% |
| 3M | -21.2% | +10.4% | -31.6% | -22.9% |
| 6M | -6.8% | +45.7% | -52.5% | -14.4% |
| YTD | -8.7% | +42.6% | -51.3% | -16.4% |
| 1Y | -5.3% | +38.8% | -44.0% | -13.0% |
| 3Y | +87.4% | +418.8% | -331.4% | +26.8% |
| 5Y | +18.9% | +275.7% | -256.8% | -17.5% |
| All | +263.2% | +1,421.6% | -1,158.4% | +83.3% |
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