-20.2%
BKNG vs THC
+37.2%
-57.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -10.7% | 0.0% | -10.6% | -10.7% |
| 30D | -18.1% | +1.5% | -19.7% | -18.4% |
| 3M | +8.5% | +59.9% | -51.4% | +2.7% |
| 6M | -0.1% | +11.0% | -11.0% | -3.3% |
| YTD | -18.2% | +32.6% | -50.8% | -21.8% |
| All | -20.2% | +37.2% | -57.4% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling