+25.1%
BROS vs THC
+262.3%
-237.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.8% |
| 7D | -0.9% | -2.6% | +1.6% | -0.2% |
| 30D | -13.5% | -1.2% | -12.3% | -13.3% |
| 3M | -18.4% | +58.9% | -77.4% | -30.1% |
| 6M | -10.6% | +9.3% | -19.9% | -14.0% |
| YTD | -25.1% | +30.4% | -55.4% | -32.6% |
| 1Y | -28.6% | +34.6% | -63.2% | -37.1% |
| 3Y | +65.6% | +246.7% | -181.1% | -1.0% |
| All | +25.1% | +262.3% | -237.2% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling