+1,359.3%
BP vs THC
+550.9%
+808.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -11.6% | +3.7% | -15.3% | -12.1% |
| 30D | 0.0% | +9.0% | -9.0% | -1.2% |
| 3M | +6.7% | +10.4% | -3.7% | +5.1% |
| 6M | +2.2% | +45.7% | -43.5% | -3.7% |
| YTD | +33.0% | +42.6% | -9.6% | +24.9% |
| 1Y | +30.7% | +38.8% | -8.0% | +23.0% |
| 3Y | +44.2% | +418.8% | -374.6% | +10.5% |
| 5Y | +105.1% | +275.7% | -170.5% | +59.4% |
| 10Y | +133.5% | +1,496.2% | -1,362.7% | +36.9% |
| All | +1,359.3% | +550.9% | +808.4% | +663.3% |
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 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