+125.0%
BP vs THC
+952.2%
-827.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.8% |
| 7D | +0.9% | -2.6% | +3.5% | +1.3% |
| 30D | +9.1% | -1.2% | +10.3% | +9.3% |
| 3M | +3.9% | +58.9% | -55.0% | -4.7% |
| 6M | +13.6% | +9.3% | +4.3% | +10.6% |
| YTD | +34.0% | +30.4% | +3.7% | +26.0% |
| 1Y | +39.2% | +34.6% | +4.6% | +29.6% |
| 3Y | +36.4% | +246.7% | -210.2% | +2.8% |
| 5Y | +135.8% | +244.5% | -108.7% | +69.9% |
| 10Y | +125.0% | +950.1% | -825.1% | +22.4% |
| All | +125.0% | +952.2% | -827.2% | +22.4% |
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 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