+269.3%
THC vs BNS
+81.8%
+187.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | +0.2% | -3.2% | +3.5% | +2.1% |
| 30D | +9.0% | +5.1% | +3.9% | +6.0% |
| 3M | +12.9% | +6.0% | +7.0% | +8.7% |
| 6M | +52.8% | +23.4% | +29.5% | +33.3% |
| YTD | +47.4% | +30.4% | +17.0% | +23.0% |
| 1Y | +47.7% | +44.0% | +3.8% | +15.0% |
| 3Y | +444.7% | +150.3% | +294.3% | +175.5% |
| 5Y | +269.3% | +83.0% | +186.2% | +139.7% |
| All | +269.3% | +81.8% | +187.4% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling