+16,294.4%
BN vs THC
+563.9%
+15,730.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.5% |
| 7D | +3.6% | +7.5% | -3.8% | +2.5% |
| 30D | +15.9% | +9.6% | +6.3% | +14.2% |
| 3M | -2.3% | +10.3% | -12.6% | -3.9% |
| 6M | -8.4% | +51.8% | -60.2% | -14.7% |
| YTD | -5.9% | +45.4% | -51.3% | -12.3% |
| 1Y | -5.6% | +40.8% | -46.4% | -11.7% |
| 3Y | +104.2% | +448.8% | -344.6% | +52.2% |
| 5Y | +35.5% | +263.4% | -227.9% | +5.1% |
| 10Y | +285.2% | +1,800.1% | -1,514.8% | +115.6% |
| All | +16,294.4% | +563.9% | +15,730.5% | +8,001.4% |
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