-2.6%
BX vs THC
+255.2%
-257.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.8% | +3.7% | -1.9% | +0.6% |
| 30D | +7.9% | +9.0% | -1.2% | +5.0% |
| 3M | -9.6% | +10.4% | -20.0% | -12.6% |
| 6M | -2.3% | +45.7% | -47.9% | -14.3% |
| YTD | -19.3% | +42.6% | -61.9% | -29.7% |
| 1Y | -13.2% | +38.8% | -52.0% | -24.1% |
| 3Y | +33.8% | +418.8% | -385.0% | -34.9% |
| All | -2.6% | +255.2% | -257.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling