-4.7%
BN vs THC
+46.1%
-50.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.6% | -3.5% | +5.1% |
| 7D | +12.0% | +8.8% | +3.1% | +11.0% |
| 30D | +17.0% | +12.6% | +4.4% | +15.7% |
| 3M | -3.2% | +15.4% | -18.6% | -4.5% |
| 6M | -3.9% | +57.7% | -61.5% | -7.0% |
| YTD | -5.6% | +47.1% | -52.7% | -7.1% |
| 1Y | -4.7% | +40.7% | -45.4% | -5.8% |
| All | -4.7% | +46.1% | -50.9% | -5.8% |
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