-65.8%
BAX vs THC
+250.3%
-316.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.1% | -0.7% | -0.5% | -1.0% |
| 30D | -5.5% | +1.3% | -6.7% | -5.8% |
| 3M | +33.5% | +64.2% | -30.7% | +20.4% |
| 6M | +35.9% | +8.3% | +27.6% | +32.6% |
| YTD | +35.4% | +33.4% | +2.0% | +26.0% |
| 1Y | +9.8% | +37.7% | -27.9% | +1.2% |
| 3Y | -32.7% | +236.8% | -269.5% | -50.1% |
| All | -65.8% | +250.3% | -316.1% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling