-3.5%
F vs THC
+49.8%
-53.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -2.1% | +0.2% | -2.4% | -2.2% |
| 30D | +3.3% | +9.0% | -5.7% | +2.0% |
| 3M | -11.3% | +12.9% | -24.2% | -13.0% |
| 6M | +5.3% | +52.8% | -47.5% | -1.5% |
| YTD | -2.2% | +47.4% | -49.7% | -8.0% |
| 1Y | -3.5% | +47.7% | -51.3% | -9.5% |
| All | -3.5% | +49.8% | -53.4% | -9.5% |
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