+30.4%
BIL vs THC
+935.6%
-905.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.3% | +3.7% | -4.0% | -0.3% |
| 30D | 0.0% | +9.0% | -9.0% | 0.0% |
| 3M | +0.3% | +10.4% | -10.1% | +0.3% |
| 6M | +1.2% | +45.7% | -44.4% | +1.3% |
| YTD | +2.5% | +42.6% | -40.1% | +2.5% |
| 1Y | +3.0% | +38.8% | -35.7% | +3.1% |
| 3Y | +13.2% | +418.8% | -405.7% | +13.2% |
| 5Y | +19.4% | +275.7% | -256.2% | +19.5% |
| 10Y | +25.2% | +1,496.2% | -1,471.0% | +25.4% |
| All | +30.4% | +935.6% | -905.2% | +31.1% |
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