+40.7%
THC vs BRO
-3.8%
+44.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +8.5% |
| 7D | +8.8% | +12.2% | -3.3% | +6.0% |
| 30D | +12.6% | +21.3% | -8.6% | +7.6% |
| 3M | +15.4% | +4.1% | +11.3% | +14.2% |
| 6M | +57.7% | +28.9% | +28.8% | +52.5% |
| YTD | +47.1% | -6.6% | +53.7% | +49.2% |
| 1Y | +40.7% | -5.6% | +46.2% | +42.9% |
| All | +40.7% | -3.8% | +44.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling