+14,604.7%
BLK vs THC
+511.0%
+14,093.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.7% | +1.0% | +2.8% | +3.6% |
| 30D | +13.9% | +5.3% | +8.6% | +12.9% |
| 3M | +3.9% | +7.1% | -3.2% | +2.6% |
| 6M | +13.0% | +46.0% | -33.1% | +5.3% |
| YTD | +16.1% | +43.9% | -27.8% | +7.9% |
| 1Y | +16.8% | +45.4% | -28.7% | +8.2% |
| 3Y | +97.7% | +421.3% | -323.6% | +44.7% |
| 5Y | +42.1% | +261.5% | -219.4% | +7.2% |
| 10Y | +321.3% | +1,865.8% | -1,544.5% | +110.7% |
| All | +14,604.7% | +511.0% | +14,093.7% | +5,883.3% |
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