+262.6%
THC vs BR
+7.6%
+255.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +4.1% | -5.0% | +9.1% | +6.7% |
| 30D | +3.5% | -2.5% | +6.0% | +4.6% |
| 3M | +61.7% | +13.5% | +48.3% | +51.0% |
| 6M | +11.8% | -9.4% | +21.3% | +16.7% |
| YTD | +35.4% | -23.3% | +58.7% | +54.3% |
| 1Y | +37.0% | -31.6% | +68.6% | +67.1% |
| 3Y | +260.1% | -5.1% | +265.1% | +245.6% |
| 5Y | +262.6% | +8.2% | +254.4% | +189.1% |
| All | +262.6% | +7.6% | +255.0% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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