+499.2%
THC vs CPB
+325.7%
+173.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.5% |
| 7D | -0.7% | -8.6% | +7.9% | +1.6% |
| 30D | +1.3% | -7.2% | +8.5% | +3.1% |
| 3M | +64.2% | +0.9% | +63.4% | +63.3% |
| 6M | +8.3% | -11.8% | +20.1% | +11.1% |
| YTD | +33.4% | -19.4% | +52.8% | +39.7% |
| 1Y | +37.7% | -30.4% | +68.1% | +49.5% |
| 3Y | +236.8% | -40.2% | +276.9% | +273.5% |
| 5Y | +249.3% | -39.5% | +288.8% | +281.7% |
| 10Y | +995.2% | -47.4% | +1,042.6% | +1,082.0% |
| All | +499.2% | +325.7% | +173.5% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling