+30.9%
BLK vs THC
+254.2%
-223.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.0% | +1.5% | -8.6% | -7.4% |
| 3M | +5.7% | +59.9% | -54.2% | -4.9% |
| 6M | +11.0% | +11.0% | 0.0% | +7.7% |
| YTD | +0.9% | +32.6% | -31.7% | -6.3% |
| 1Y | -1.6% | +37.4% | -39.0% | -9.7% |
| 3Y | +64.5% | +252.5% | -188.1% | +17.2% |
| 5Y | +30.9% | +262.3% | -231.5% | -11.2% |
| All | +30.9% | +254.2% | -223.4% | -11.2% |
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