-22.4%
BX vs THC
+40.1%
-62.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.5% | -4.0% |
| 7D | -5.7% | +4.1% | -9.7% | -6.0% |
| 30D | -8.9% | +3.5% | -12.4% | -9.2% |
| 3M | +8.4% | +61.7% | -53.4% | +4.0% |
| 6M | +18.9% | +11.8% | +7.1% | +15.3% |
| YTD | -13.6% | +35.4% | -49.0% | -16.3% |
| 1Y | -22.4% | +37.0% | -59.5% | -25.6% |
| All | -22.4% | +40.1% | -62.5% | -25.6% |
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