+870.1%
BX vs THC
+1,001.2%
-131.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +3.7% | +8.8% | -5.2% | +1.6% |
| 30D | +8.2% | +10.0% | -1.8% | +5.8% |
| 3M | -12.7% | +11.7% | -24.4% | -15.1% |
| 6M | +1.0% | +52.5% | -51.5% | -9.5% |
| YTD | -17.2% | +46.1% | -63.3% | -25.8% |
| 1Y | -11.6% | +49.1% | -60.7% | -21.3% |
| 3Y | +36.8% | +439.6% | -402.9% | -13.6% |
| 5Y | +4.8% | +263.2% | -258.3% | -29.3% |
| 10Y | +672.8% | +1,900.5% | -1,227.7% | +184.0% |
| All | +870.1% | +1,001.2% | -131.1% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling