+179.2%
BKR vs THC
+254.2%
-75.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.4% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -8.3% | +1.5% | -9.9% | -8.6% |
| 3M | -5.4% | +59.9% | -65.3% | -11.3% |
| 6M | +0.8% | +11.0% | -10.2% | -0.9% |
| YTD | +31.8% | +32.6% | -0.7% | +26.0% |
| 1Y | +28.6% | +37.4% | -8.8% | +21.8% |
| 3Y | +71.2% | +252.5% | -181.3% | +38.5% |
| 5Y | +179.2% | +262.3% | -83.1% | +129.4% |
| All | +179.2% | +254.2% | -75.0% | +129.4% |
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