-1.1%
BND vs THC
+43.7%
-44.8%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | +0.6% | +5.3% | -4.7% | +0.5% |
| 3M | -1.6% | +7.1% | -8.7% | -1.7% |
| 6M | -1.5% | +46.0% | -47.6% | -2.0% |
| YTD | -1.5% | +43.9% | -45.4% | -1.8% |
| 1Y | -1.1% | +45.4% | -46.5% | -1.4% |
| All | -1.1% | +43.7% | -44.8% | -1.4% |
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 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