+52.3%
BDX vs THC
+46.1%
+6.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.6% | -4.0% | +3.6% |
| 7D | +7.2% | +8.8% | -1.7% | +5.3% |
| 30D | +15.8% | +12.6% | +3.2% | +13.1% |
| 3M | +23.7% | +15.4% | +8.3% | +20.2% |
| 6M | +44.8% | +57.7% | -12.8% | +33.6% |
| YTD | +39.8% | +47.1% | -7.3% | +29.4% |
| 1Y | +52.3% | +40.7% | +11.6% | +41.0% |
| All | +52.3% | +46.1% | +6.2% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling