+27.0%
BROS vs THC
+413.3%
-386.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -21.2% | +3.7% | -24.9% | -21.8% |
| 30D | -11.6% | +9.0% | -20.6% | -13.1% |
| 3M | -36.7% | +10.4% | -47.1% | -38.1% |
| 6M | -42.8% | +45.7% | -88.5% | -47.7% |
| YTD | -44.8% | +42.6% | -87.4% | -49.7% |
| 1Y | -36.5% | +38.8% | -75.3% | -41.9% |
| 3Y | +27.0% | +418.8% | -391.9% | -17.1% |
| All | +27.0% | +413.3% | -386.3% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling