+53.5%
BE vs THC
+9.3%
+44.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.6% |
| 7D | +20.0% | -0.7% | +20.6% | +19.6% |
| 30D | +7.9% | +1.3% | +6.6% | +8.3% |
| 3M | -13.2% | +64.2% | -77.5% | -13.2% |
| 6M | +53.5% | +8.3% | +45.2% | +140.4% |
| All | +53.5% | +9.3% | +44.2% | +140.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling