+421.3%
THC vs BWA
+64.0%
+357.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | +4.3% | -3.3% | -0.4% |
| 30D | +5.3% | -13.0% | +18.3% | +10.0% |
| 3M | +7.1% | -24.8% | +31.9% | +17.1% |
| 6M | +46.0% | -23.5% | +69.6% | +56.9% |
| YTD | +43.9% | +13.8% | +30.1% | +31.0% |
| 1Y | +45.4% | +13.4% | +32.0% | +32.4% |
| 3Y | +421.3% | +62.8% | +358.5% | +282.4% |
| All | +421.3% | +64.0% | +357.3% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling