+15.7%
BND vs THC
+1,002.8%
-987.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.3% |
| 7D | -0.1% | +4.1% | -4.2% | -0.2% |
| 30D | -0.2% | +3.5% | -3.8% | -0.3% |
| 3M | -0.7% | +61.7% | -62.4% | -1.2% |
| 6M | -1.7% | +11.8% | -13.5% | -1.8% |
| YTD | -0.5% | +35.4% | -35.9% | -0.9% |
| 1Y | +0.4% | +37.0% | -36.7% | -0.1% |
| 3Y | +13.1% | +260.1% | -246.9% | +11.3% |
| 5Y | -2.1% | +262.6% | -264.7% | -4.0% |
| 10Y | +15.7% | +1,039.2% | -1,023.5% | +12.2% |
| All | +15.7% | +1,002.8% | -987.1% | +12.2% |
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