+387.2%
BE vs THC
+274.4%
+112.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | -14.7% | +3.7% | -18.4% | -15.7% |
| 30D | -40.5% | +9.0% | -49.6% | -42.1% |
| 3M | -24.3% | +10.4% | -34.7% | -26.7% |
| 6M | -39.3% | +45.7% | -85.0% | -47.6% |
| YTD | +99.4% | +42.6% | +56.8% | +72.1% |
| 1Y | +26.6% | +38.8% | -12.2% | +10.4% |
| 3Y | +1,616.9% | +418.8% | +1,198.1% | +677.5% |
| All | +387.2% | +274.4% | +112.8% | +135.3% |
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 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