-64.3%
BAX vs THC
+258.8%
-323.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | +3.4% | +7.5% | -4.1% | +1.8% |
| 3M | -4.5% | +7.5% | -12.0% | -6.0% |
| 6M | +44.0% | +46.4% | -2.4% | +32.1% |
| YTD | +34.9% | +44.4% | -9.5% | +23.2% |
| 1Y | +37.9% | +43.4% | -5.5% | +25.9% |
| 3Y | -17.1% | +433.3% | -450.4% | -44.5% |
| 5Y | -64.3% | +262.5% | -326.8% | -74.8% |
| All | -64.3% | +258.8% | -323.0% | -74.8% |
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 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