+508.3%
THC vs BRO
+25,667.1%
-25,158.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.5% |
| 7D | +4.1% | -7.6% | +11.7% | +6.3% |
| 30D | +3.5% | -6.9% | +10.4% | +5.4% |
| 3M | +61.7% | +12.8% | +48.9% | +56.5% |
| 6M | +11.8% | -5.9% | +17.7% | +13.1% |
| YTD | +35.4% | -15.9% | +51.3% | +40.8% |
| 1Y | +37.0% | -28.1% | +65.1% | +48.4% |
| 3Y | +260.1% | -7.0% | +267.1% | +262.4% |
| 5Y | +262.6% | +18.0% | +244.6% | +243.9% |
| 10Y | +1,039.2% | +293.9% | +745.3% | +753.7% |
| All | +508.3% | +25,667.1% | -25,158.8% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling