-15.8%
F vs THC
+274.4%
-290.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +1.6% | +3.7% | -2.1% | +0.6% |
| 30D | +2.6% | +9.0% | -6.4% | +0.5% |
| 3M | -8.8% | +10.4% | -19.2% | -11.1% |
| 6M | +4.6% | +45.7% | -41.0% | -5.2% |
| YTD | -1.9% | +42.6% | -44.5% | -11.3% |
| 1Y | -0.8% | +38.8% | -39.5% | -9.9% |
| 3Y | +43.5% | +418.8% | -375.3% | -17.3% |
| All | -15.8% | +274.4% | -290.2% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling