+34.0%
BN vs THC
+258.4%
-224.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.0% | +1.0% | -1.9% | -1.2% |
| 30D | +14.0% | +5.3% | +8.7% | +12.4% |
| 3M | -9.0% | +7.1% | -16.1% | -10.8% |
| 6M | -8.8% | +46.0% | -54.9% | -18.3% |
| YTD | -10.3% | +43.9% | -54.2% | -20.1% |
| 1Y | -5.8% | +45.4% | -51.3% | -16.7% |
| 3Y | +94.8% | +421.3% | -326.5% | +10.7% |
| All | +34.0% | +258.4% | -224.4% | -16.3% |
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 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