-99.7%
DFNS vs THC
+35.6%
-135.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.1% | -11.1% | -11.5% |
| 7D | -44.0% | +3.7% | -47.7% | -46.0% |
| 30D | -69.1% | +9.0% | -78.2% | -71.2% |
| 3M | -95.6% | +10.4% | -106.0% | -96.0% |
| 6M | -96.2% | +45.7% | -141.8% | -97.0% |
| YTD | -99.6% | +42.6% | -142.2% | -99.7% |
| 1Y | -99.7% | +38.8% | -138.5% | -99.8% |
| All | -99.7% | +35.6% | -135.3% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling