+25.6%
BIL vs THC
+1,325.8%
-1,300.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.1% | +7.5% | -7.4% | +0.1% |
| 30D | 0.0% | +9.6% | -9.6% | 0.0% |
| 3M | +0.6% | +10.3% | -9.7% | +0.6% |
| 6M | +1.5% | +51.8% | -50.3% | +1.5% |
| YTD | +2.8% | +45.4% | -42.7% | +2.8% |
| 1Y | +3.3% | +40.8% | -37.5% | +3.3% |
| 3Y | +13.4% | +448.8% | -435.4% | +13.4% |
| 5Y | +19.8% | +263.4% | -243.6% | +19.8% |
| 10Y | +25.6% | +1,800.1% | -1,774.4% | +25.6% |
| All | +25.6% | +1,325.8% | -1,300.1% | +25.6% |
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