+40.7%
THC vs BUD
+38.4%
+2.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +8.5% |
| 7D | +8.8% | +3.3% | +5.5% | +7.6% |
| 30D | +12.6% | +11.8% | +0.8% | +8.1% |
| 3M | +15.4% | -1.1% | +16.5% | +15.8% |
| 6M | +57.7% | +14.9% | +42.8% | +50.5% |
| YTD | +47.1% | +32.6% | +14.5% | +39.5% |
| 1Y | +40.7% | +37.2% | +3.5% | +33.2% |
| All | +40.7% | +38.4% | +2.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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