+394.4%
THC vs BB
+307.3%
+87.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.5% |
| 7D | +3.7% | +3.8% | -0.1% | +3.3% |
| 30D | +9.0% | -0.3% | +9.4% | +8.8% |
| 3M | +10.4% | -0.5% | +10.9% | +9.7% |
| 6M | +45.7% | +45.9% | -0.2% | +37.2% |
| YTD | +42.6% | +130.6% | -88.0% | +27.3% |
| 1Y | +38.8% | +89.2% | -50.4% | +26.3% |
| 3Y | +418.8% | +137.5% | +281.3% | +346.9% |
| 5Y | +275.7% | -20.9% | +296.6% | +254.9% |
| 10Y | +1,496.2% | +25.4% | +1,470.8% | +1,241.8% |
| All | +394.4% | +307.3% | +87.1% | +363.4% |
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