+1,335.7%
BP vs THC
+508.9%
+826.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +7.6% | +1.3% | +6.4% | +7.4% |
| 3M | +0.7% | +64.2% | -63.5% | -6.3% |
| 6M | +15.5% | +8.3% | +7.2% | +13.2% |
| YTD | +30.8% | +33.4% | -2.5% | +24.3% |
| 1Y | +34.3% | +37.7% | -3.4% | +26.7% |
| 3Y | +35.1% | +236.8% | -201.7% | +9.9% |
| 5Y | +126.8% | +249.3% | -122.4% | +78.0% |
| 10Y | +123.4% | +995.2% | -871.9% | +37.0% |
| All | +1,335.7% | +508.9% | +826.8% | +659.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling