+246.7%
THC vs BNS
+130.3%
+116.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.9% |
| 7D | -2.6% | +1.8% | -4.4% | -3.2% |
| 30D | -1.2% | +4.5% | -5.7% | -2.9% |
| 3M | +58.9% | +15.8% | +43.1% | +49.6% |
| 6M | +9.3% | +31.5% | -22.2% | -2.8% |
| YTD | +30.4% | +28.6% | +1.8% | +16.3% |
| 1Y | +34.6% | +48.2% | -13.6% | +11.1% |
| 3Y | +246.7% | +130.8% | +115.9% | +111.6% |
| All | +246.7% | +130.3% | +116.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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