+932.4%
BSX vs THC
+664.1%
+268.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +2.1% | +7.5% | -5.4% | +0.7% |
| 3M | -14.0% | +7.5% | -21.6% | -15.2% |
| 6M | -18.3% | +46.4% | -64.7% | -24.2% |
| YTD | -53.6% | +44.4% | -98.0% | -57.1% |
| 1Y | -57.6% | +43.4% | -101.0% | -60.7% |
| 3Y | -14.3% | +433.3% | -447.6% | -38.8% |
| 5Y | +5.1% | +262.5% | -257.5% | -22.3% |
| 10Y | +105.6% | +1,871.5% | -1,766.0% | -0.5% |
| All | +932.4% | +664.1% | +268.3% | +326.4% |
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