+128.6%
BP vs THC
+250.3%
-121.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +7.6% | +1.3% | +6.4% | +7.5% |
| 3M | +0.7% | +64.2% | -63.5% | -3.9% |
| 6M | +15.5% | +8.3% | +7.2% | +14.6% |
| YTD | +30.8% | +33.4% | -2.5% | +26.6% |
| 1Y | +34.3% | +37.7% | -3.4% | +29.2% |
| 3Y | +35.1% | +236.8% | -201.7% | +13.4% |
| All | +128.6% | +250.3% | -121.7% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling