+668.7%
BX vs THC
+1,002.8%
-334.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.5% | -4.5% |
| 7D | -5.7% | +4.1% | -9.7% | -6.5% |
| 30D | -8.9% | +3.5% | -12.4% | -9.7% |
| 3M | +8.4% | +61.7% | -53.4% | -2.7% |
| 6M | +18.9% | +11.8% | +7.1% | +15.1% |
| YTD | -13.6% | +35.4% | -49.0% | -20.2% |
| 1Y | -22.4% | +37.0% | -59.5% | -28.9% |
| 3Y | +26.0% | +260.1% | -234.1% | -8.7% |
| 5Y | +18.8% | +262.6% | -243.8% | -16.4% |
| 10Y | +668.7% | +1,039.2% | -370.5% | +301.0% |
| All | +668.7% | +1,002.8% | -334.0% | +301.0% |
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