+32.8%
THC vs BNS
+1,492.9%
-1,460.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.5% |
| 7D | -0.7% | +1.5% | -2.2% | -1.9% |
| 30D | +1.3% | +6.0% | -4.7% | -3.6% |
| 3M | +64.2% | +16.3% | +47.9% | +45.4% |
| 6M | +8.3% | +28.8% | -20.5% | -11.7% |
| YTD | +33.4% | +30.0% | +3.4% | +7.4% |
| 1Y | +37.7% | +50.7% | -13.0% | -1.4% |
| 3Y | +236.8% | +125.4% | +111.4% | +74.6% |
| 5Y | +249.3% | +94.2% | +155.0% | +101.5% |
| 10Y | +995.2% | +182.8% | +812.4% | +401.4% |
| All | +32.8% | +1,492.9% | -1,460.1% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling