+1,517.2%
THC vs BAH
+1,056.2%
+461.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | +0.2% |
| 7D | +3.7% | -3.5% | +7.2% | +4.8% |
| 30D | +9.0% | +24.3% | -15.2% | +2.1% |
| 3M | +10.4% | +16.3% | -5.9% | +5.1% |
| 6M | +45.7% | +13.6% | +32.1% | +38.9% |
| YTD | +42.6% | +3.5% | +39.1% | +36.7% |
| 1Y | +38.8% | +2.7% | +36.1% | +32.9% |
| 3Y | +418.8% | -26.6% | +445.4% | +427.6% |
| 5Y | +275.7% | +8.5% | +267.1% | +224.0% |
| 10Y | +1,496.2% | +225.1% | +1,271.1% | +824.0% |
| All | +1,517.2% | +1,056.2% | +461.0% | +430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling