-95.2%
DFNS vs THC
+9.3%
-104.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | -0.1% |
| 7D | -16.0% | -0.7% | -15.3% | -15.1% |
| 30D | -77.7% | +1.3% | -79.0% | -78.5% |
| 3M | -77.2% | +64.2% | -141.4% | -83.2% |
| 6M | -95.2% | +8.3% | -103.5% | -96.9% |
| All | -95.2% | +9.3% | -104.5% | -96.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling