+57.7%
THC vs BURL
-17.9%
+75.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.7% | +1.9% | +7.6% |
| 7D | +8.8% | +10.4% | -1.6% | +6.3% |
| 30D | +12.6% | -4.9% | +17.6% | +13.2% |
| 3M | +15.4% | -29.8% | +45.1% | +26.9% |
| 6M | +57.7% | -16.5% | +74.1% | +68.0% |
| All | +57.7% | -17.9% | +75.5% | +68.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling