+1,644.1%
THC vs CPB
-38.9%
+1,683.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.6% |
| 7D | +1.0% | -1.6% | +2.5% | +1.1% |
| 30D | +5.3% | +19.2% | -13.9% | +3.5% |
| 3M | +7.1% | -0.9% | +8.0% | +7.0% |
| 6M | +46.0% | +15.2% | +30.8% | +43.9% |
| YTD | +43.9% | -13.1% | +57.0% | +45.2% |
| 1Y | +45.4% | -22.4% | +67.9% | +48.2% |
| 3Y | +421.3% | -35.3% | +456.6% | +436.4% |
| 5Y | +261.5% | -33.0% | +294.5% | +271.7% |
| All | +1,644.1% | -38.9% | +1,683.0% | +1,924.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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