+36.6%
BP vs THC
+46.1%
-9.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.6% | -13.7% | -3.1% |
| 7D | -8.4% | +8.8% | -17.2% | -7.4% |
| 30D | +2.2% | +12.6% | -10.4% | +3.6% |
| 3M | +8.8% | +15.4% | -6.6% | +10.7% |
| 6M | -0.5% | +57.7% | -58.2% | +4.1% |
| YTD | +36.2% | +47.1% | -10.9% | +40.1% |
| 1Y | +36.6% | +40.7% | -4.1% | +40.4% |
| All | +36.6% | +46.1% | -9.6% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling