+87.5%
BHP vs THC
+253.4%
-166.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.0% |
| 7D | +1.3% | -2.6% | +3.8% | +1.6% |
| 30D | +4.0% | -1.2% | +5.1% | +4.1% |
| 3M | +12.3% | +58.9% | -46.6% | +4.7% |
| 6M | +30.8% | +9.3% | +21.5% | +28.5% |
| YTD | +58.8% | +30.4% | +28.4% | +51.7% |
| 1Y | +76.8% | +34.6% | +42.2% | +67.5% |
| 3Y | +87.5% | +246.7% | -159.2% | +53.1% |
| All | +87.5% | +253.4% | -166.0% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling