-35.6%
BAX vs THC
+1,758.3%
-1,793.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +3.6% | +8.8% | -5.2% | +2.6% |
| 30D | +8.5% | +10.0% | -1.5% | +7.3% |
| 3M | -4.9% | +11.7% | -16.5% | -6.2% |
| 6M | +47.0% | +52.5% | -5.5% | +39.5% |
| YTD | +38.4% | +46.1% | -7.6% | +31.5% |
| 1Y | +49.1% | +49.1% | 0.0% | +41.2% |
| 3Y | -14.9% | +439.6% | -454.5% | -30.4% |
| 5Y | -63.1% | +263.2% | -326.3% | -69.3% |
| 10Y | -35.6% | +1,900.5% | -1,936.1% | -52.2% |
| All | -35.6% | +1,758.3% | -1,793.9% | -52.2% |
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