+641.7%
BE vs THC
+676.3%
-34.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.5% |
| 7D | -13.4% | +8.8% | -22.2% | -16.3% |
| 30D | -33.9% | +10.0% | -43.9% | -36.5% |
| 3M | -12.0% | +11.7% | -23.6% | -16.1% |
| 6M | -29.0% | +52.5% | -81.4% | -42.6% |
| YTD | +113.4% | +46.1% | +67.3% | +73.8% |
| 1Y | +33.2% | +49.1% | -15.9% | +7.8% |
| 3Y | +1,659.2% | +439.6% | +1,219.6% | +654.0% |
| 5Y | +461.4% | +263.2% | +198.2% | +168.7% |
| All | +641.7% | +676.3% | -34.7% | +57.4% |
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