+567.7%
PBR vs THC
+248.0%
+319.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.7% |
| 7D | +2.5% | -2.6% | +5.0% | +2.6% |
| 30D | +19.4% | -1.2% | +20.6% | +19.4% |
| 3M | +20.8% | +58.9% | -38.1% | +15.8% |
| 6M | +23.5% | +9.3% | +14.2% | +22.4% |
| YTD | +83.4% | +30.4% | +53.0% | +77.8% |
| 1Y | +77.6% | +34.6% | +43.0% | +71.1% |
| 3Y | +99.9% | +246.7% | -146.8% | +67.1% |
| 5Y | +567.7% | +244.5% | +323.2% | +540.4% |
| All | +567.7% | +248.0% | +319.8% | +540.4% |
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