+76.4%
BND vs THC
+856.2%
-779.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.1% | -0.7% | +0.5% | -0.1% |
| 30D | -0.4% | +1.3% | -1.6% | -0.4% |
| 3M | -0.6% | +64.2% | -64.9% | -0.6% |
| 6M | -1.4% | +8.3% | -9.7% | -1.4% |
| YTD | -0.2% | +33.4% | -33.6% | -0.2% |
| 1Y | +1.3% | +37.7% | -36.4% | +1.3% |
| 3Y | +13.2% | +236.8% | -223.6% | +13.3% |
| 5Y | -1.6% | +249.3% | -250.8% | -1.4% |
| 10Y | +15.5% | +995.2% | -979.8% | +17.0% |
| All | +76.4% | +856.2% | -779.8% | +83.9% |
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