+34.1%
BP vs THC
+238.5%
-204.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +3.9% | -0.7% | +4.6% | +3.9% |
| 30D | +7.6% | +1.3% | +6.4% | +7.6% |
| 3M | +0.7% | +64.2% | -63.5% | -0.8% |
| 6M | +15.5% | +8.3% | +7.2% | +16.1% |
| YTD | +30.8% | +33.4% | -2.5% | +29.4% |
| 1Y | +34.3% | +37.7% | -3.4% | +32.4% |
| All | +34.1% | +238.5% | -204.4% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling