+60.5%
BDX vs THC
+1,002.8%
-942.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.6% |
| 7D | -3.6% | +4.1% | -7.6% | -3.9% |
| 30D | +0.7% | +3.5% | -2.8% | +0.3% |
| 3M | +19.0% | +61.7% | -42.8% | +13.5% |
| 6M | +10.8% | +11.8% | -1.1% | +9.2% |
| YTD | +20.1% | +35.4% | -15.3% | +16.3% |
| 1Y | +23.1% | +37.0% | -13.9% | +18.8% |
| 3Y | -8.8% | +260.1% | -268.9% | -20.3% |
| 5Y | -1.4% | +262.6% | -264.0% | -15.6% |
| 10Y | +60.5% | +1,039.2% | -978.7% | +25.6% |
| All | +60.5% | +1,002.8% | -942.3% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling