-8.1%
BROS vs THC
+301.2%
-309.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -11.2% | +7.5% | -18.7% | -13.1% |
| 3M | -33.9% | +7.5% | -41.5% | -35.5% |
| 6M | -33.5% | +46.4% | -79.9% | -41.5% |
| YTD | -44.9% | +44.4% | -89.3% | -52.0% |
| 1Y | -41.5% | +43.4% | -84.9% | -49.1% |
| 3Y | +22.4% | +433.3% | -410.8% | -37.1% |
| 5Y | -45.7% | +262.5% | -308.2% | -69.7% |
| All | -8.1% | +301.2% | -309.3% | -42.5% |
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