+675.5%
BE vs THC
+672.9%
+2.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +11.2% |
| 7D | -1.2% | +7.5% | -8.7% | -4.1% |
| 30D | -30.9% | +9.6% | -40.4% | -33.5% |
| 3M | -11.6% | +10.3% | -21.9% | -15.4% |
| 6M | -25.7% | +51.8% | -77.5% | -39.9% |
| YTD | +123.1% | +45.4% | +77.7% | +82.1% |
| 1Y | +43.4% | +40.8% | +2.6% | +18.7% |
| 3Y | +1,683.6% | +448.8% | +1,234.8% | +658.3% |
| 5Y | +465.4% | +263.4% | +202.0% | +170.5% |
| All | +675.5% | +672.9% | +2.6% | +64.8% |
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