+499.2%
THC vs BBWI
+1,034.6%
-535.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | -0.2% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | +1.3% | -5.2% | +6.5% | +2.5% |
| 3M | +64.2% | +11.1% | +53.1% | +57.8% |
| 6M | +8.3% | -13.4% | +21.6% | +10.1% |
| YTD | +33.4% | +0.1% | +33.3% | +28.9% |
| 1Y | +37.7% | -36.1% | +73.8% | +49.1% |
| 3Y | +236.8% | -44.1% | +280.9% | +257.6% |
| 5Y | +249.3% | -66.2% | +315.5% | +313.1% |
| 10Y | +995.2% | -54.8% | +1,050.0% | +886.7% |
| All | +499.2% | +1,034.6% | -535.4% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling