+62.0%
BHP vs THC
+428.0%
-365.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.5% |
| 7D | +3.5% | +7.5% | -4.0% | +2.5% |
| 30D | -4.5% | +9.6% | -14.0% | -5.7% |
| 3M | -6.4% | +10.3% | -16.6% | -7.7% |
| 6M | -0.1% | +51.8% | -51.9% | -6.1% |
| YTD | +43.0% | +45.4% | -2.4% | +34.7% |
| 1Y | +56.5% | +40.8% | +15.7% | +47.9% |
| 3Y | +62.0% | +448.8% | -386.8% | +15.5% |
| All | +62.0% | +428.0% | -365.9% | +15.5% |
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