-28.6%
BROS vs THC
+32.5%
-61.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -0.9% | -2.6% | +1.6% | -0.8% |
| 30D | -13.5% | -1.2% | -12.3% | -13.4% |
| 3M | -18.4% | +58.9% | -77.4% | -20.8% |
| 6M | -10.6% | +9.3% | -19.9% | -13.2% |
| YTD | -25.1% | +30.4% | -55.4% | -26.1% |
| 1Y | -28.6% | +34.6% | -63.2% | -31.6% |
| All | -28.6% | +32.5% | -61.1% | -31.6% |
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