+259.0%
BNY vs THC
+254.2%
+4.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | +1.4% | +1.5% | -0.1% | +1.1% |
| 3M | +16.8% | +59.9% | -43.1% | +7.2% |
| 6M | +42.0% | +11.0% | +31.0% | +38.6% |
| YTD | +41.9% | +32.6% | +9.3% | +33.3% |
| 1Y | +59.2% | +37.4% | +21.8% | +47.9% |
| 3Y | +290.9% | +252.5% | +38.4% | +188.5% |
| 5Y | +259.0% | +262.3% | -3.3% | +156.8% |
| All | +259.0% | +254.2% | +4.8% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling