-3.4%
BDX vs THC
+248.0%
-251.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | -4.3% | -2.6% | -1.7% | -3.9% |
| 30D | +1.3% | -1.2% | +2.4% | +1.4% |
| 3M | +20.2% | +58.9% | -38.7% | +12.4% |
| 6M | +8.6% | +9.3% | -0.7% | +6.7% |
| YTD | +19.0% | +30.4% | -11.4% | +13.8% |
| 1Y | +21.2% | +34.6% | -13.4% | +15.1% |
| 3Y | -9.7% | +246.7% | -256.4% | -26.9% |
| 5Y | -3.4% | +244.5% | -247.9% | -24.7% |
| All | -3.4% | +248.0% | -251.4% | -24.7% |
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