+53.4%
BHP vs THC
+46.1%
+7.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.6% | -7.0% | +1.7% |
| 7D | -2.5% | +8.8% | -11.4% | -3.3% |
| 30D | -7.7% | +12.6% | -20.3% | -8.8% |
| 3M | -6.4% | +15.4% | -21.7% | -7.7% |
| 6M | +5.2% | +57.7% | -52.5% | -0.4% |
| YTD | +38.3% | +47.1% | -8.8% | +31.7% |
| 1Y | +53.4% | +40.7% | +12.7% | +46.0% |
| All | +53.4% | +46.1% | +7.2% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling