+46.0%
F vs THC
+238.5%
-192.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +5.3% | -0.7% | +6.0% | +5.4% |
| 30D | +4.6% | +1.3% | +3.3% | +4.4% |
| 3M | -3.7% | +64.2% | -67.9% | -10.5% |
| 6M | +16.8% | +8.3% | +8.5% | +14.9% |
| YTD | +15.3% | +33.4% | -18.1% | +9.9% |
| 1Y | +31.0% | +37.7% | -6.7% | +24.0% |
| All | +46.0% | +238.5% | -192.4% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling