+1,420.7%
PBR vs THC
+245.6%
+1,175.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -13.3% | +8.8% | -22.1% | -15.1% |
| 30D | -27.7% | +10.0% | -37.8% | -29.5% |
| 3M | +2.7% | +11.7% | -9.0% | -0.4% |
| 6M | -6.7% | +52.5% | -59.2% | -16.6% |
| YTD | +60.9% | +46.1% | +14.9% | +43.6% |
| 1Y | +46.6% | +49.1% | -2.5% | +29.8% |
| 3Y | +69.1% | +439.6% | -370.6% | +6.6% |
| 5Y | +469.6% | +263.2% | +206.5% | +272.6% |
| 10Y | +523.4% | +1,900.5% | -1,377.1% | +138.4% |
| All | +1,420.7% | +245.6% | +1,175.2% | +520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling