+87.4%
BAC vs THC
+413.3%
-325.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.2% | +3.7% | -4.9% | -1.7% |
| 30D | -7.7% | +9.0% | -16.7% | -8.8% |
| 3M | -21.2% | +10.4% | -31.6% | -22.3% |
| 6M | -6.8% | +45.7% | -52.5% | -12.0% |
| YTD | -8.7% | +42.6% | -51.3% | -13.9% |
| 1Y | -5.3% | +38.8% | -44.0% | -10.4% |
| 3Y | +87.4% | +418.8% | -331.4% | +23.5% |
| All | +87.4% | +413.3% | -325.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling