-100.0%
DFNS vs THC
+1,131.5%
-1,231.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.4% | +12.4% | +12.9% |
| 7D | -37.0% | +8.8% | -45.8% | -36.3% |
| 30D | -63.4% | +10.0% | -73.4% | -63.0% |
| 3M | -94.1% | +11.7% | -105.7% | -94.0% |
| 6M | -96.3% | +52.5% | -148.8% | -96.1% |
| YTD | -99.6% | +46.1% | -145.6% | -99.5% |
| 1Y | -99.7% | +49.1% | -148.8% | -99.7% |
| 3Y | -100.0% | +439.6% | -539.6% | -100.0% |
| 5Y | -100.0% | +263.2% | -363.1% | -100.0% |
| All | -100.0% | +1,131.5% | -1,231.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling