+74.4%
BND vs THC
+934.8%
-860.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.8% | +7.5% | -6.7% | +0.8% |
| 3M | -1.2% | +7.5% | -8.7% | -1.2% |
| 6M | -1.4% | +46.4% | -47.8% | -1.4% |
| YTD | -1.3% | +44.4% | -45.7% | -1.3% |
| 1Y | -1.2% | +43.4% | -44.7% | -1.2% |
| 3Y | +13.7% | +433.3% | -419.6% | +14.0% |
| 5Y | -1.7% | +262.5% | -264.2% | -1.5% |
| 10Y | +17.2% | +1,871.5% | -1,854.4% | +19.2% |
| All | +74.4% | +934.8% | -860.4% | +81.9% |
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