+72.9%
PBR vs THC
+46.1%
+26.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.6% | -16.6% | -5.3% |
| 7D | -11.0% | +8.8% | -19.8% | -9.5% |
| 30D | -18.8% | +12.6% | -31.4% | -16.9% |
| 3M | +7.8% | +15.4% | -7.5% | +10.8% |
| 6M | -7.6% | +57.7% | -65.3% | -0.9% |
| YTD | +72.7% | +47.1% | +25.6% | +81.6% |
| 1Y | +72.9% | +40.7% | +32.3% | +82.2% |
| All | +72.9% | +46.1% | +26.8% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling