+28.8%
BAC vs THC
+32.5%
-3.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +1.2% | -2.6% | +3.7% | +1.3% |
| 30D | -0.7% | -1.2% | +0.4% | -0.7% |
| 3M | +16.9% | +58.9% | -42.0% | +13.3% |
| 6M | +29.6% | +9.3% | +20.3% | +28.2% |
| YTD | +15.3% | +30.4% | -15.1% | +13.3% |
| 1Y | +28.8% | +34.6% | -5.8% | +23.8% |
| All | +28.8% | +32.5% | -3.6% | +23.8% |
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