+950.1%
THC vs BB
+3.3%
+946.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.7% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | -1.2% | -12.4% | +11.2% | +1.0% |
| 3M | +58.9% | -15.3% | +74.2% | +60.8% |
| 6M | +9.3% | +128.8% | -119.4% | -12.0% |
| YTD | +30.4% | +107.7% | -77.3% | +6.9% |
| 1Y | +34.6% | +103.9% | -69.3% | +9.7% |
| 3Y | +246.7% | +72.6% | +174.1% | +172.4% |
| 5Y | +244.5% | -24.3% | +268.8% | +213.3% |
| 10Y | +950.1% | +3.1% | +947.0% | +493.6% |
| All | +950.1% | +3.3% | +946.8% | +493.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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