+254.0%
THC vs CPB
-39.5%
+293.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.0% |
| 7D | -0.7% | -8.6% | +7.9% | +0.4% |
| 30D | +1.3% | -7.2% | +8.5% | +2.1% |
| 3M | +64.2% | +0.9% | +63.4% | +63.9% |
| 6M | +8.3% | -11.8% | +20.1% | +9.7% |
| YTD | +33.4% | -19.4% | +52.8% | +36.5% |
| 1Y | +37.7% | -30.4% | +68.1% | +43.4% |
| 3Y | +236.8% | -40.2% | +276.9% | +251.0% |
| All | +254.0% | -39.5% | +293.5% | +261.3% |
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