+254.0%
THC vs BURL
-11.0%
+264.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | +1.3% | -28.2% | +29.4% | +11.0% |
| 3M | +64.2% | -17.6% | +81.8% | +73.2% |
| 6M | +8.3% | -11.8% | +20.0% | +11.2% |
| YTD | +33.4% | -8.1% | +41.5% | +35.1% |
| 1Y | +37.7% | -12.0% | +49.6% | +39.7% |
| 3Y | +236.8% | +63.3% | +173.5% | +170.1% |
| All | +254.0% | -11.0% | +264.9% | +239.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling