+270.2%
THC vs CPB
-33.6%
+303.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.8% |
| 30D | +9.0% | +16.9% | -7.9% | +6.9% |
| 3M | +12.9% | -0.6% | +13.5% | +12.8% |
| 6M | +52.8% | +11.4% | +41.5% | +50.7% |
| YTD | +47.4% | -14.8% | +62.3% | +49.5% |
| 1Y | +47.7% | -24.8% | +72.5% | +52.0% |
| 3Y | +444.7% | -36.6% | +481.3% | +462.5% |
| All | +270.2% | -33.6% | +303.9% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling