+950.0%
THC vs BR
+1,481.8%
-531.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.0% | +1.1% | -0.1% | +0.3% |
| 30D | +5.3% | +14.4% | -9.1% | -2.8% |
| 3M | +7.1% | +12.4% | -5.3% | -0.5% |
| 6M | +46.0% | +35.4% | +10.6% | +20.6% |
| YTD | +43.9% | -12.2% | +56.1% | +51.4% |
| 1Y | +45.4% | -12.7% | +58.2% | +53.4% |
| 3Y | +421.3% | +14.3% | +407.0% | +356.1% |
| 5Y | +261.5% | +19.3% | +242.2% | +205.2% |
| 10Y | +1,865.8% | +278.1% | +1,587.7% | +695.0% |
| All | +950.0% | +1,481.8% | -531.8% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling