+98.3%
THC vs BG
+937.2%
-838.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +0.1% | +1.5% | -1.3% | -0.4% |
| 30D | +7.5% | -7.0% | +14.5% | +10.3% |
| 3M | +7.5% | -10.0% | +17.5% | +10.9% |
| 6M | +46.4% | -19.8% | +66.3% | +56.1% |
| YTD | +44.4% | +14.3% | +30.1% | +33.4% |
| 1Y | +43.4% | +6.5% | +37.0% | +36.0% |
| 3Y | +433.3% | +4.4% | +428.9% | +394.9% |
| 5Y | +262.5% | +20.2% | +242.3% | +211.4% |
| 10Y | +1,871.5% | +108.5% | +1,763.0% | +1,240.4% |
| All | +98.3% | +937.2% | -838.9% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling