+102.5%
THC vs BG
+940.3%
-837.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | +0.2% | +3.4% | -3.1% | -1.0% |
| 30D | +9.0% | -3.8% | +12.8% | +10.4% |
| 3M | +12.9% | -9.6% | +22.5% | +16.3% |
| 6M | +52.8% | -19.5% | +72.4% | +62.7% |
| YTD | +47.4% | +14.6% | +32.8% | +36.1% |
| 1Y | +47.7% | +6.6% | +41.1% | +40.0% |
| 3Y | +444.7% | +4.7% | +440.0% | +404.9% |
| 5Y | +269.3% | +22.1% | +247.2% | +215.3% |
| 10Y | +1,913.5% | +109.2% | +1,804.4% | +1,267.4% |
| All | +102.5% | +940.3% | -837.8% | +3.2% |
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