-100.0%
DFNS vs THC
+436.4%
-536.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.8% | +13.0% |
| 7D | -13.0% | +0.2% | -13.2% | -13.1% |
| 30D | -56.9% | +9.0% | -65.9% | -55.8% |
| 3M | -93.2% | +12.9% | -106.1% | -93.0% |
| 6M | -95.4% | +52.8% | -148.3% | -94.8% |
| YTD | -99.5% | +47.4% | -146.9% | -99.4% |
| 1Y | -99.6% | +47.7% | -147.4% | -99.6% |
| All | -100.0% | +436.4% | -536.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling