+362.5%
THC vs BB
+258.8%
+103.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -5.6% | +5.0% | -0.1% |
| 30D | +1.3% | -11.8% | +13.1% | +2.4% |
| 3M | +64.2% | -25.5% | +89.8% | +67.6% |
| 6M | +8.3% | +121.3% | -113.0% | -2.3% |
| YTD | +33.4% | +103.2% | -69.8% | +21.3% |
| 1Y | +37.7% | +102.6% | -65.0% | +24.7% |
| 3Y | +236.8% | +37.5% | +199.3% | +207.5% |
| 5Y | +249.3% | -30.4% | +279.7% | +235.2% |
| 10Y | +995.2% | 0.0% | +995.2% | +843.1% |
| All | +362.5% | +258.8% | +103.7% | +341.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling