+83.2%
THC vs BG
+1,131.5%
-1,048.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -0.7% | +2.8% | -3.5% | -1.8% |
| 30D | +1.3% | +12.0% | -10.8% | -3.2% |
| 3M | +64.2% | -7.7% | +71.9% | +67.6% |
| 6M | +8.3% | +4.5% | +3.8% | +4.5% |
| YTD | +33.4% | +35.7% | -2.3% | +16.4% |
| 1Y | +37.7% | +50.1% | -12.4% | +14.8% |
| 3Y | +236.8% | +12.6% | +224.2% | +205.9% |
| 5Y | +249.3% | +75.4% | +173.8% | +161.1% |
| 10Y | +995.2% | +150.5% | +844.8% | +600.2% |
| All | +83.2% | +1,131.5% | -1,048.3% | -11.8% |
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