+1,800.1%
THC vs BBWI
-41.3%
+1,841.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.4% |
| 7D | +7.5% | -6.2% | +13.6% | +9.8% |
| 30D | +9.6% | +25.5% | -15.9% | +1.4% |
| 3M | +10.3% | +8.0% | +2.3% | +6.1% |
| 6M | +51.8% | +12.7% | +39.1% | +42.2% |
| YTD | +45.4% | +11.6% | +33.8% | +33.5% |
| 1Y | +40.8% | -0.9% | +41.7% | +32.3% |
| 3Y | +448.8% | -22.7% | +471.5% | +416.4% |
| 5Y | +263.4% | -67.2% | +330.6% | +348.2% |
| 10Y | +1,800.1% | -43.7% | +1,843.8% | +1,145.5% |
| All | +1,800.1% | -41.3% | +1,841.4% | +1,145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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