+973.9%
THC vs BAH
+185.0%
+789.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -0.7% | -3.2% | +2.6% | +0.2% |
| 30D | +1.3% | +2.0% | -0.7% | +0.6% |
| 3M | +64.2% | -7.6% | +71.9% | +67.0% |
| 6M | +8.3% | -5.7% | +13.9% | +8.8% |
| YTD | +33.4% | -11.7% | +45.1% | +34.1% |
| 1Y | +37.7% | -27.4% | +65.0% | +46.3% |
| 3Y | +236.8% | -32.5% | +269.3% | +243.5% |
| 5Y | +249.3% | -3.3% | +252.6% | +200.7% |
| All | +973.9% | +185.0% | +789.0% | +663.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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