+126.6%
BHP vs THC
+258.2%
-131.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.3% |
| 7D | +0.9% | +4.1% | -3.2% | +0.2% |
| 30D | +4.0% | +3.5% | +0.5% | +3.4% |
| 3M | +11.3% | +61.7% | -50.5% | +2.3% |
| 6M | +29.3% | +11.8% | +17.5% | +26.1% |
| YTD | +59.2% | +35.4% | +23.8% | +50.1% |
| 1Y | +80.8% | +37.0% | +43.8% | +69.4% |
| 3Y | +88.0% | +260.1% | -172.1% | +43.9% |
| 5Y | +126.6% | +262.6% | -136.0% | +72.8% |
| All | +126.6% | +258.2% | -131.6% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling