+336.5%
BHP vs THC
+1,758.3%
-1,421.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +3.8% | +8.8% | -5.0% | +2.3% |
| 30D | -6.5% | +10.0% | -16.5% | -8.1% |
| 3M | -8.5% | +11.7% | -20.2% | -10.4% |
| 6M | -2.2% | +52.5% | -54.6% | -9.8% |
| YTD | +40.0% | +46.1% | -6.1% | +29.5% |
| 1Y | +51.3% | +49.1% | +2.2% | +39.2% |
| 3Y | +56.5% | +439.6% | -383.1% | +11.7% |
| 5Y | +130.2% | +263.2% | -133.0% | +70.1% |
| 10Y | +336.5% | +1,900.5% | -1,564.0% | +137.6% |
| All | +336.5% | +1,758.3% | -1,421.8% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling