-20.3%
BROS vs THC
+46.1%
-66.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.6% | -8.6% | +0.4% |
| 7D | +2.5% | +8.8% | -6.4% | +1.9% |
| 30D | +15.1% | +12.6% | +2.4% | +14.3% |
| 3M | -31.4% | +15.4% | -46.7% | -31.9% |
| 6M | -22.6% | +57.7% | -80.3% | -24.4% |
| YTD | -28.1% | +47.1% | -75.2% | -28.9% |
| 1Y | -20.3% | +40.7% | -61.0% | -21.2% |
| All | -20.3% | +46.1% | -66.4% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling