+74.9%
BND vs THC
+956.9%
-882.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | 0.0% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +1.2% | +9.0% | -7.8% | +1.2% |
| 3M | -0.8% | +12.9% | -13.8% | -0.8% |
| 6M | -1.4% | +52.8% | -54.3% | -1.4% |
| YTD | -1.1% | +47.4% | -48.5% | -1.0% |
| 1Y | -1.0% | +47.7% | -48.7% | -1.0% |
| 3Y | +14.0% | +444.7% | -430.6% | +14.3% |
| 5Y | -1.4% | +269.3% | -270.7% | -1.3% |
| 10Y | +17.5% | +1,913.5% | -1,896.1% | +19.6% |
| All | +74.9% | +956.9% | -882.0% | +82.4% |
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