+967.7%
BX vs THC
+905.5%
+62.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +0.1% | +1.3% | -1.2% | -0.3% |
| 3M | +16.0% | +64.2% | -48.2% | +2.4% |
| 6M | +21.6% | +8.3% | +13.3% | +18.1% |
| YTD | -8.9% | +33.4% | -42.3% | -16.4% |
| 1Y | -16.6% | +37.7% | -54.3% | -24.5% |
| 3Y | +43.3% | +236.8% | -193.5% | +1.2% |
| 5Y | +25.7% | +249.3% | -223.6% | -14.5% |
| 10Y | +689.5% | +995.2% | -305.8% | +232.7% |
| All | +967.7% | +905.5% | +62.2% | +240.7% |
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