+7,926.8%
BNY vs THC
+495.1%
+7,431.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +1.5% | -2.6% | +4.0% | +1.9% |
| 30D | +3.3% | -1.2% | +4.5% | +3.5% |
| 3M | +15.3% | +58.9% | -43.6% | +5.0% |
| 6M | +42.5% | +9.3% | +33.1% | +38.6% |
| YTD | +42.0% | +30.4% | +11.7% | +32.9% |
| 1Y | +59.3% | +34.6% | +24.7% | +47.6% |
| 3Y | +291.2% | +246.7% | +44.6% | +195.0% |
| 5Y | +252.1% | +244.5% | +7.5% | +155.9% |
| 10Y | +407.1% | +950.1% | -543.0% | +153.7% |
| All | +7,926.8% | +495.1% | +7,431.7% | +2,707.8% |
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 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