+972.3%
THC vs BG
+171.4%
+800.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | 0.0% | +3.7% | -3.7% | -1.9% |
| 30D | +1.5% | +12.3% | -10.8% | -4.6% |
| 3M | +59.9% | -2.2% | +62.1% | +59.5% |
| 6M | +11.0% | +5.3% | +5.6% | +5.1% |
| YTD | +32.6% | +42.4% | -9.8% | +6.3% |
| 1Y | +37.4% | +55.2% | -17.8% | +3.9% |
| 3Y | +252.5% | +21.0% | +231.6% | +195.4% |
| 5Y | +262.3% | +87.1% | +175.2% | +114.3% |
| All | +972.3% | +171.4% | +800.9% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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