+30.3%
BIL vs THC
+868.7%
-838.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | -0.7% | +0.7% | +0.1% |
| 30D | +0.3% | +1.3% | -0.9% | +0.3% |
| 3M | +0.9% | +64.2% | -63.3% | +1.0% |
| 6M | +1.8% | +8.3% | -6.4% | +1.8% |
| YTD | +2.4% | +33.4% | -30.9% | +2.5% |
| 1Y | +3.7% | +37.7% | -33.9% | +3.7% |
| 3Y | +14.2% | +236.8% | -222.6% | +14.2% |
| 5Y | +19.4% | +249.3% | -229.8% | +19.5% |
| 10Y | +25.2% | +995.2% | -970.0% | +25.4% |
| All | +30.3% | +868.7% | -838.4% | +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