+262.6%
THC vs BG
+84.9%
+177.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.9% |
| 7D | +4.1% | +0.5% | +3.6% | +3.9% |
| 30D | +3.5% | +10.3% | -6.8% | +0.9% |
| 3M | +61.7% | -1.9% | +63.6% | +61.7% |
| 6M | +11.8% | +5.2% | +6.6% | +8.9% |
| YTD | +35.4% | +41.2% | -5.8% | +20.1% |
| 1Y | +37.0% | +50.5% | -13.5% | +18.5% |
| 3Y | +260.1% | +19.9% | +240.2% | +230.3% |
| 5Y | +262.6% | +86.7% | +175.9% | +163.7% |
| All | +262.6% | +84.9% | +177.7% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling