+24.3%
BX vs THC
+248.0%
-223.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | -2.0% | -2.6% | +0.6% | -1.2% |
| 30D | -2.3% | -1.2% | -1.1% | -2.1% |
| 3M | +18.5% | +58.9% | -40.4% | +1.5% |
| 6M | +23.7% | +9.3% | +14.4% | +18.8% |
| YTD | -10.4% | +30.4% | -40.7% | -19.5% |
| 1Y | -19.6% | +34.6% | -54.2% | -29.2% |
| 3Y | +30.8% | +246.7% | -215.9% | -24.9% |
| 5Y | +24.3% | +244.5% | -220.2% | -30.4% |
| All | +24.3% | +248.0% | -223.6% | -30.4% |
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 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