+874.4%
BAX vs THC
+550.9%
+323.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +12.1% | +3.7% | +8.4% | +11.6% |
| 30D | +7.6% | +9.0% | -1.5% | +6.4% |
| 3M | -4.5% | +10.4% | -14.9% | -5.7% |
| 6M | +52.0% | +45.7% | +6.4% | +44.6% |
| YTD | +35.1% | +42.6% | -7.4% | +28.4% |
| 1Y | +43.7% | +38.8% | +5.0% | +36.8% |
| 3Y | -20.9% | +418.8% | -439.8% | -36.5% |
| 5Y | -63.5% | +275.7% | -339.2% | -70.3% |
| 10Y | -36.0% | +1,496.2% | -1,532.2% | -60.6% |
| All | +874.4% | +550.9% | +323.6% | +388.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling