-37.1%
BAX vs THC
+952.2%
-989.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -2.4% | -2.6% | +0.1% | -2.1% |
| 30D | -9.7% | -1.2% | -8.6% | -9.6% |
| 3M | +29.3% | +58.9% | -29.7% | +22.3% |
| 6M | +40.7% | +9.3% | +31.3% | +38.6% |
| YTD | +30.3% | +30.4% | -0.1% | +25.5% |
| 1Y | +3.4% | +34.6% | -31.2% | -0.9% |
| 3Y | -32.0% | +246.7% | -278.7% | -41.9% |
| 5Y | -66.9% | +244.5% | -311.4% | -72.2% |
| 10Y | -37.1% | +950.1% | -987.2% | -50.9% |
| All | -37.1% | +952.2% | -989.3% | -50.9% |
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