+540.5%
THC vs CPB
+360.6%
+180.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +3.7% | +8.0% | -4.3% | +1.7% |
| 30D | +9.0% | +22.4% | -13.3% | +3.3% |
| 3M | +10.4% | +2.5% | +7.9% | +9.2% |
| 6M | +45.7% | +12.2% | +33.4% | +40.3% |
| YTD | +42.6% | -12.8% | +55.4% | +46.0% |
| 1Y | +38.8% | -19.2% | +57.9% | +44.7% |
| 3Y | +418.8% | -35.6% | +454.4% | +464.0% |
| 5Y | +275.7% | -31.4% | +307.1% | +296.2% |
| 10Y | +1,496.2% | -37.9% | +1,534.2% | +1,535.9% |
| All | +540.5% | +360.6% | +180.0% | +232.4% |
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