+950.1%
THC vs BWA
+142.9%
+807.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.1% |
| 7D | -2.6% | +4.3% | -6.8% | -5.0% |
| 30D | -1.2% | -2.9% | +1.7% | +0.1% |
| 3M | +58.9% | -12.4% | +71.3% | +69.7% |
| 6M | +9.3% | +28.6% | -19.2% | -9.4% |
| YTD | +30.4% | +48.2% | -17.9% | -1.9% |
| 1Y | +34.6% | +50.9% | -16.3% | -0.7% |
| 3Y | +246.7% | +72.2% | +174.5% | +122.9% |
| 5Y | +244.5% | +91.1% | +153.5% | +97.2% |
| 10Y | +950.1% | +144.0% | +806.1% | +307.7% |
| All | +950.1% | +142.9% | +807.2% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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