+276.8%
THC vs BWA
+26.5%
+250.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -2.2% |
| 7D | +3.7% | -5.5% | +9.2% | +6.0% |
| 30D | +9.0% | -21.7% | +30.8% | +20.7% |
| 3M | +10.4% | -25.6% | +36.0% | +24.2% |
| 6M | +45.7% | -17.4% | +63.1% | +53.1% |
| YTD | +42.6% | +9.2% | +33.4% | +29.5% |
| 1Y | +38.8% | +9.7% | +29.0% | +25.5% |
| 3Y | +418.8% | +54.6% | +364.2% | +277.2% |
| All | +276.8% | +26.5% | +250.3% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling