-4.3%
BLK vs THC
+37.2%
-41.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.0% | +1.5% | -8.6% | -7.3% |
| 3M | +5.7% | +59.9% | -54.2% | -0.2% |
| 6M | +11.0% | +11.0% | 0.0% | +8.1% |
| YTD | +0.9% | +32.6% | -31.7% | -2.8% |
| All | -4.3% | +37.2% | -41.5% | -9.4% |
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 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