+3.7%
F vs THC
+46.1%
-42.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | +1.6% |
| 7D | +6.0% | +8.8% | -2.8% | +4.7% |
| 30D | +4.3% | +12.6% | -8.4% | +2.5% |
| 3M | -10.1% | +15.4% | -25.4% | -12.0% |
| 6M | +12.8% | +57.7% | -44.9% | +4.8% |
| YTD | -0.1% | +47.1% | -47.1% | -6.0% |
| 1Y | +3.7% | +40.7% | -37.0% | -1.7% |
| All | +3.7% | +46.1% | -42.5% | -1.7% |
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