+873.0%
THC vs BR
+1,321.0%
-448.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.6% |
| 7D | -0.7% | -5.3% | +4.6% | +2.5% |
| 30D | +1.3% | +6.4% | -5.2% | -2.7% |
| 3M | +64.2% | +13.6% | +50.6% | +51.5% |
| 6M | +8.3% | -6.7% | +15.0% | +11.1% |
| YTD | +33.4% | -21.1% | +54.5% | +49.8% |
| 1Y | +37.7% | -29.6% | +67.2% | +65.2% |
| 3Y | +236.8% | -2.4% | +239.2% | +224.4% |
| 5Y | +249.3% | +11.2% | +238.0% | +206.7% |
| 10Y | +995.2% | +191.8% | +803.5% | +423.7% |
| All | +873.0% | +1,321.0% | -448.0% | +74.2% |
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