+103.9%
BP vs THC
+274.4%
-170.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -11.6% | +3.7% | -15.3% | -11.9% |
| 30D | 0.0% | +9.0% | -9.0% | -0.7% |
| 3M | +6.7% | +10.4% | -3.7% | +5.8% |
| 6M | +2.2% | +45.7% | -43.5% | -1.6% |
| YTD | +33.0% | +42.6% | -9.6% | +27.7% |
| 1Y | +30.7% | +38.8% | -8.0% | +25.8% |
| 3Y | +44.2% | +418.8% | -374.6% | +12.9% |
| All | +103.9% | +274.4% | -170.5% | +59.3% |
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