+13.8%
BIL vs THC
+425.2%
-411.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +0.3% | +7.5% | -7.2% | +0.3% |
| 3M | +0.9% | +7.5% | -6.6% | +0.9% |
| 6M | +1.8% | +46.4% | -44.6% | +1.8% |
| YTD | +3.1% | +44.4% | -41.2% | +3.2% |
| 1Y | +3.7% | +43.4% | -39.8% | +3.7% |
| All | +13.8% | +425.2% | -411.4% | +13.7% |
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