+46.9%
PBR vs THC
+43.7%
+3.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.0% | +1.0% | -2.0% | -0.8% |
| 30D | -29.3% | +5.3% | -34.6% | -28.4% |
| 3M | +5.5% | +7.1% | -1.6% | +7.3% |
| 6M | -2.9% | +46.0% | -48.9% | +3.2% |
| YTD | +61.5% | +43.9% | +17.5% | +69.1% |
| 1Y | +46.9% | +45.4% | +1.4% | +53.7% |
| All | +46.9% | +43.7% | +3.1% | +53.7% |
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