+668.5%
PBR vs THC
+1,021.1%
-352.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.6% |
| 7D | +4.2% | 0.0% | +4.3% | +4.2% |
| 30D | +22.7% | +1.5% | +21.2% | +22.1% |
| 3M | +21.5% | +59.9% | -38.4% | +7.5% |
| 6M | +24.0% | +11.0% | +13.0% | +18.8% |
| YTD | +88.2% | +32.6% | +55.7% | +71.6% |
| 1Y | +74.8% | +37.4% | +37.4% | +57.0% |
| 3Y | +105.1% | +252.5% | -147.4% | +37.7% |
| 5Y | +572.2% | +262.3% | +309.9% | +319.5% |
| All | +668.5% | +1,021.1% | -352.6% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling