+825.7%
BKNG vs THC
+420.1%
+405.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.5% | -6.3% |
| 7D | -7.9% | -2.6% | -5.3% | -7.5% |
| 30D | -15.9% | -1.2% | -14.7% | -15.8% |
| 3M | +11.1% | +58.9% | -47.8% | +2.7% |
| 6M | -0.7% | +9.3% | -10.0% | -2.7% |
| YTD | -15.4% | +30.4% | -45.8% | -19.8% |
| 1Y | -18.5% | +34.6% | -53.1% | -23.3% |
| 3Y | +46.5% | +246.7% | -200.2% | +15.2% |
| 5Y | +98.8% | +244.5% | -145.8% | +52.3% |
| 10Y | +218.4% | +950.1% | -731.7% | +81.0% |
| All | +825.7% | +420.1% | +405.6% | +492.6% |
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