+65.7%
CFG vs THC
+266.8%
-201.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | +0.7% | +8.8% | -8.1% | -1.1% |
| 30D | +2.8% | +10.0% | -7.3% | +0.7% |
| 3M | -10.1% | +11.7% | -21.8% | -12.3% |
| 6M | +3.2% | +52.5% | -49.3% | -6.5% |
| YTD | +14.2% | +46.1% | -31.9% | +3.5% |
| 1Y | +27.4% | +49.1% | -21.7% | +14.7% |
| 3Y | +187.6% | +439.6% | -252.0% | +79.6% |
| 5Y | +65.7% | +263.2% | -197.5% | +12.6% |
| All | +65.7% | +266.8% | -201.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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