-1.5%
BBY vs THC
+258.2%
-259.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -2.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.2% |
| 30D | +6.8% | +3.5% | +3.3% | +5.9% |
| 3M | +18.7% | +61.7% | -43.0% | +5.6% |
| 6M | +37.3% | +11.8% | +25.5% | +32.7% |
| YTD | +35.3% | +35.4% | -0.1% | +24.2% |
| 1Y | +20.7% | +37.0% | -16.3% | +9.9% |
| 3Y | +39.4% | +260.1% | -220.6% | -6.5% |
| 5Y | -1.5% | +262.6% | -264.1% | -37.8% |
| All | -1.5% | +258.2% | -259.7% | -37.8% |
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