+911.5%
BE vs THC
+608.9%
+302.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.1% |
| 7D | +20.0% | -0.7% | +20.6% | +20.3% |
| 30D | +7.9% | +1.3% | +6.6% | +7.2% |
| 3M | -13.2% | +64.2% | -77.5% | -31.4% |
| 6M | +53.5% | +8.3% | +45.2% | +43.2% |
| YTD | +191.0% | +33.4% | +157.6% | +146.6% |
| 1Y | +360.5% | +37.7% | +322.8% | +283.2% |
| 3Y | +1,568.0% | +236.8% | +1,331.2% | +775.5% |
| 5Y | +1,055.2% | +249.3% | +805.9% | +457.0% |
| All | +911.5% | +608.9% | +302.6% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling