+102.3%
BDX vs THC
+1,818.8%
-1,716.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +15.1% | +7.5% | +7.7% | +14.3% |
| 3M | +18.2% | +7.5% | +10.7% | +17.3% |
| 6M | +48.1% | +46.4% | +1.7% | +42.4% |
| YTD | +44.1% | +44.4% | -0.2% | +38.4% |
| 1Y | +46.4% | +43.4% | +3.0% | +40.5% |
| 3Y | +24.4% | +433.3% | -408.9% | +4.5% |
| 5Y | +26.1% | +262.5% | -236.4% | +7.3% |
| All | +102.3% | +1,818.8% | -1,716.5% | +48.3% |
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