+406.7%
BNY vs THC
+1,022.1%
-615.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -0.2% | -1.2% | +1.0% | 0.0% |
| 3M | +14.9% | +52.3% | -37.3% | +6.5% |
| 6M | +40.0% | +12.4% | +27.6% | +36.1% |
| YTD | +42.0% | +32.7% | +9.3% | +33.5% |
| 1Y | +56.9% | +36.4% | +20.5% | +46.3% |
| 3Y | +289.9% | +259.3% | +30.6% | +199.3% |
| 5Y | +259.2% | +262.7% | -3.5% | +166.2% |
| All | +406.7% | +1,022.1% | -615.4% | +193.3% |
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