+7,943.2%
BHP vs THC
+508.9%
+7,434.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +3.4% | +1.3% | +2.1% | +3.1% |
| 3M | +4.1% | +64.2% | -60.2% | -4.6% |
| 6M | +20.6% | +8.3% | +12.3% | +18.1% |
| YTD | +56.1% | +33.4% | +22.7% | +47.3% |
| 1Y | +69.6% | +37.7% | +31.9% | +58.7% |
| 3Y | +78.8% | +236.8% | -158.0% | +41.2% |
| 5Y | +113.1% | +249.3% | -136.2% | +61.6% |
| 10Y | +505.9% | +995.2% | -489.4% | +234.5% |
| All | +7,943.2% | +508.9% | +7,434.3% | +3,489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling