+91.7%
BKNG vs THC
+257.8%
-166.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -10.7% | 0.0% | -10.6% | -10.7% |
| 30D | -18.1% | +1.5% | -19.7% | -18.5% |
| 3M | +8.5% | +59.9% | -51.4% | -2.3% |
| 6M | -0.1% | +11.0% | -11.0% | -3.0% |
| YTD | -18.2% | +32.6% | -50.8% | -24.1% |
| 1Y | -19.9% | +37.4% | -57.2% | -26.5% |
| 3Y | +41.6% | +252.5% | -210.9% | -1.3% |
| All | +91.7% | +257.8% | -166.1% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling