+421.3%
THC vs BG
+6.5%
+414.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +1.0% | +2.6% | -1.6% | +0.7% |
| 30D | +5.3% | -6.7% | +12.0% | +5.8% |
| 3M | +7.1% | -9.3% | +16.4% | +7.6% |
| 6M | +46.0% | -18.3% | +64.4% | +48.0% |
| YTD | +43.9% | +16.2% | +27.8% | +35.9% |
| 1Y | +45.4% | +7.6% | +37.9% | +39.3% |
| 3Y | +421.3% | +6.6% | +414.7% | +420.7% |
| All | +421.3% | +6.5% | +414.8% | +420.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling