+271.1%
BN vs THC
+976.6%
-705.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -9.5% | +1.3% | -10.8% | -9.8% |
| 3M | -10.4% | +64.2% | -74.6% | -19.9% |
| 6M | -6.4% | +8.3% | -14.6% | -8.8% |
| YTD | -11.9% | +33.4% | -45.2% | -18.4% |
| 1Y | -8.6% | +37.7% | -46.3% | -16.4% |
| 3Y | +77.6% | +236.8% | -159.2% | +30.4% |
| 5Y | +37.0% | +249.3% | -212.2% | -3.6% |
| All | +271.1% | +976.6% | -705.4% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling