+362.4%
CFG vs THC
+325.3%
+37.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -3.8% | +1.3% | -5.1% | -4.2% |
| 3M | +11.5% | +64.2% | -52.8% | -2.8% |
| 6M | +19.2% | +8.3% | +10.9% | +15.3% |
| YTD | +23.7% | +33.4% | -9.7% | +12.5% |
| 1Y | +38.8% | +37.7% | +1.2% | +24.6% |
| 3Y | +178.9% | +236.8% | -57.9% | +89.2% |
| 5Y | +101.8% | +249.3% | -147.5% | +28.5% |
| 10Y | +317.3% | +995.2% | -678.0% | +76.0% |
| All | +362.4% | +325.3% | +37.1% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling