+33.2%
BP vs THC
+43.7%
-10.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.8% | +1.0% | +2.9% | +3.9% |
| 30D | -5.3% | +5.3% | -10.6% | -4.6% |
| 3M | +9.3% | +7.1% | +2.1% | +10.3% |
| 6M | +7.2% | +46.0% | -38.8% | +11.5% |
| YTD | +38.0% | +43.9% | -5.9% | +41.4% |
| 1Y | +33.2% | +45.4% | -12.2% | +36.4% |
| All | +33.2% | +43.7% | -10.5% | +36.4% |
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