-11.6%
BX vs THC
+51.2%
-62.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +3.7% | +8.8% | -5.2% | +2.5% |
| 30D | +8.2% | +10.0% | -1.8% | +6.9% |
| 3M | -12.7% | +11.7% | -24.4% | -13.9% |
| 6M | +1.0% | +52.5% | -51.5% | -3.5% |
| YTD | -17.2% | +46.1% | -63.3% | -20.1% |
| 1Y | -11.6% | +49.1% | -60.7% | -14.5% |
| All | -11.6% | +51.2% | -62.8% | -14.5% |
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