+100.6%
CB vs THC
+262.3%
-161.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -1.5% | +7.5% | -9.0% | -2.3% |
| 30D | +6.5% | +9.6% | -3.0% | +5.5% |
| 3M | +4.1% | +10.3% | -6.2% | +2.9% |
| 6M | +14.4% | +51.8% | -37.4% | +9.1% |
| YTD | +17.5% | +45.4% | -27.9% | +12.2% |
| 1Y | +27.5% | +40.8% | -13.2% | +22.1% |
| 3Y | +71.6% | +448.8% | -377.2% | +38.9% |
| 5Y | +100.6% | +263.4% | -162.8% | +72.3% |
| All | +100.6% | +262.3% | -161.7% | +72.3% |
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