+975.5%
THC vs BR
+1,485.1%
-509.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.2% | +1.9% | -1.6% | -0.9% |
| 30D | +9.0% | +15.9% | -6.9% | -0.1% |
| 3M | +12.9% | +13.7% | -0.7% | +4.2% |
| 6M | +52.8% | +31.0% | +21.8% | +28.7% |
| YTD | +47.4% | -12.0% | +59.4% | +54.8% |
| 1Y | +47.7% | -11.5% | +59.2% | +54.4% |
| 3Y | +444.7% | +14.9% | +429.7% | +374.8% |
| 5Y | +269.3% | +20.1% | +249.2% | +210.5% |
| 10Y | +1,913.5% | +278.9% | +1,634.6% | +713.2% |
| All | +975.5% | +1,485.1% | -509.6% | +79.9% |
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