+1,076.1%
BE vs THC
+250.3%
+825.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +20.0% | -0.7% | +20.6% | +20.2% |
| 30D | +7.9% | +1.3% | +6.6% | +7.4% |
| 3M | -13.2% | +64.2% | -77.5% | -27.4% |
| 6M | +53.5% | +8.3% | +45.2% | +47.4% |
| YTD | +191.0% | +33.4% | +157.6% | +158.3% |
| 1Y | +360.5% | +37.7% | +322.8% | +302.7% |
| 3Y | +1,568.0% | +236.8% | +1,331.2% | +840.5% |
| All | +1,076.1% | +250.3% | +825.8% | +560.1% |
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