+764.3%
THC vs BWA
+3,492.4%
-2,728.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | -0.7% | +5.7% | -6.3% | -3.0% |
| 30D | +1.3% | +1.4% | -0.1% | +0.4% |
| 3M | +64.2% | -12.1% | +76.3% | +71.6% |
| 6M | +8.3% | +28.6% | -20.3% | -4.5% |
| YTD | +33.4% | +51.1% | -17.7% | +9.6% |
| 1Y | +37.7% | +55.9% | -18.2% | +11.2% |
| 3Y | +236.8% | +70.1% | +166.7% | +154.7% |
| 5Y | +249.3% | +90.7% | +158.6% | +148.6% |
| 10Y | +995.2% | +154.0% | +841.3% | +593.2% |
| All | +764.3% | +3,492.4% | -2,728.0% | +127.0% |
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