+46.8%
THC vs BNS
+1,498.6%
-1,451.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | +0.2% | -3.2% | +3.5% | +2.6% |
| 30D | +9.0% | +5.1% | +3.9% | +5.0% |
| 3M | +12.9% | +6.0% | +7.0% | +7.3% |
| 6M | +52.8% | +23.4% | +29.5% | +28.9% |
| YTD | +47.4% | +30.4% | +17.0% | +18.2% |
| 1Y | +47.7% | +44.0% | +3.8% | +9.7% |
| 3Y | +444.7% | +150.3% | +294.3% | +160.8% |
| 5Y | +269.3% | +83.0% | +186.2% | +122.8% |
| 10Y | +1,913.5% | +190.9% | +1,722.6% | +799.5% |
| All | +46.8% | +1,498.6% | -1,451.8% | -72.6% |
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 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