+69.6%
PBR vs THC
+40.9%
+28.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.8% |
| 7D | +8.6% | -0.7% | +9.2% | +8.5% |
| 30D | +12.8% | +1.3% | +11.5% | +13.1% |
| 3M | +14.7% | +64.2% | -49.6% | +21.7% |
| 6M | +25.2% | +8.3% | +16.9% | +29.4% |
| YTD | +77.1% | +33.4% | +43.8% | +82.5% |
| 1Y | +69.6% | +37.7% | +31.9% | +76.7% |
| All | +69.6% | +40.9% | +28.7% | +76.7% |
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 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