+1,345.3%
THC vs BURL
+258.4%
+1,086.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -0.8% |
| 7D | +5.9% | +3.5% | +2.4% | +4.5% |
| 30D | +10.8% | -9.3% | +20.1% | +15.2% |
| 3M | +9.4% | -32.1% | +41.5% | +27.1% |
| 6M | +53.3% | -19.8% | +73.1% | +65.0% |
| YTD | +44.2% | -13.2% | +57.3% | +48.8% |
| 1Y | +37.3% | -7.8% | +45.1% | +36.2% |
| 3Y | +421.6% | +89.3% | +332.3% | +246.9% |
| 5Y | +279.8% | -15.8% | +295.6% | +249.3% |
| All | +1,345.3% | +258.4% | +1,086.9% | +750.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling