+540.5%
THC vs BBWI
+1,142.2%
-601.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | +3.7% | -6.2% | +9.9% | +5.7% |
| 30D | +9.0% | +19.9% | -10.9% | +3.1% |
| 3M | +10.4% | +7.1% | +3.3% | +6.9% |
| 6M | +45.7% | +13.7% | +32.0% | +37.1% |
| YTD | +42.6% | +9.6% | +33.0% | +33.0% |
| 1Y | +38.8% | -1.6% | +40.4% | +31.7% |
| 3Y | +418.8% | -25.9% | +444.7% | +402.9% |
| 5Y | +275.7% | -67.8% | +343.5% | +348.3% |
| 10Y | +1,496.2% | -43.5% | +1,539.7% | +1,241.4% |
| All | +540.5% | +1,142.2% | -601.7% | +113.1% |
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