+823.9%
THC vs BWA
+2,496.1%
-1,672.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -2.2% |
| 7D | +3.7% | -5.5% | +9.2% | +5.9% |
| 30D | +9.0% | -21.7% | +30.8% | +20.1% |
| 3M | +10.4% | -25.6% | +36.0% | +23.5% |
| 6M | +45.7% | -17.4% | +63.1% | +53.8% |
| YTD | +42.6% | +9.2% | +33.4% | +33.1% |
| 1Y | +38.8% | +9.7% | +29.0% | +29.0% |
| 3Y | +418.8% | +54.6% | +364.2% | +307.4% |
| 5Y | +275.7% | +26.8% | +248.9% | +215.1% |
| 10Y | +1,496.2% | +89.0% | +1,407.2% | +1,036.7% |
| All | +823.9% | +2,496.1% | -1,672.2% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling