+569.2%
BKR vs THC
+495.1%
+74.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.1% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | +3.9% | -1.2% | +5.0% | +4.0% |
| 3M | -1.1% | +58.9% | -60.0% | -9.7% |
| 6M | +7.6% | +9.3% | -1.7% | +4.7% |
| YTD | +41.9% | +30.4% | +11.5% | +33.2% |
| 1Y | +42.2% | +34.6% | +7.6% | +32.1% |
| 3Y | +84.3% | +246.7% | -162.4% | +39.9% |
| 5Y | +215.7% | +244.5% | -28.8% | +129.8% |
| 10Y | +130.9% | +950.1% | -819.2% | +21.3% |
| All | +569.2% | +495.1% | +74.1% | +176.0% |
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