-100.0%
DFNS vs THC
+1,117.1%
-1,217.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.1% | -17.3% | -19.5% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -65.2% | +7.5% | -72.7% | -64.9% |
| 3M | -94.6% | +7.5% | -102.1% | -94.5% |
| 6M | -96.2% | +46.4% | -142.7% | -96.1% |
| YTD | -99.6% | +44.4% | -144.0% | -99.6% |
| 1Y | -99.7% | +43.4% | -143.1% | -99.7% |
| 3Y | -100.0% | +433.3% | -533.3% | -100.0% |
| 5Y | -100.0% | +262.5% | -362.5% | -100.0% |
| All | -100.0% | +1,117.1% | -1,217.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling