-99.9%
DFNS vs THC
+250.3%
-350.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.7% |
| 7D | -16.0% | -0.7% | -15.3% | -16.1% |
| 30D | -77.7% | +1.3% | -79.0% | -77.6% |
| 3M | -77.2% | +64.2% | -141.4% | -75.0% |
| 6M | -95.2% | +8.3% | -103.5% | -95.3% |
| YTD | -98.0% | +33.4% | -131.3% | -97.9% |
| 1Y | -98.3% | +37.7% | -135.9% | -98.2% |
| 3Y | -99.9% | +236.8% | -336.7% | -99.8% |
| All | -99.9% | +250.3% | -350.2% | -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 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