-1.8%
BROS vs THC
+304.2%
-306.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +6.0% |
| 7D | -17.9% | +7.5% | -25.4% | -19.6% |
| 30D | -5.4% | +9.6% | -14.9% | -7.9% |
| 3M | -32.1% | +10.3% | -42.3% | -34.2% |
| 6M | -31.7% | +51.8% | -83.5% | -40.6% |
| YTD | -41.2% | +45.4% | -86.6% | -48.8% |
| 1Y | -32.6% | +40.8% | -73.4% | -41.1% |
| 3Y | +32.7% | +448.8% | -416.1% | -32.6% |
| 5Y | -44.2% | +263.4% | -307.6% | -68.9% |
| All | -1.8% | +304.2% | -306.0% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling