+238.2%
FANG vs THC
+254.2%
-16.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +2.4% | +1.5% | +0.8% | +2.2% |
| 3M | +5.1% | +59.9% | -54.8% | -1.7% |
| 6M | +16.4% | +11.0% | +5.5% | +14.4% |
| YTD | +39.0% | +32.6% | +6.4% | +32.4% |
| 1Y | +50.6% | +37.4% | +13.3% | +42.2% |
| 3Y | +46.9% | +252.5% | -205.6% | +15.8% |
| 5Y | +238.2% | +262.3% | -24.1% | +183.6% |
| All | +238.2% | +254.2% | -16.0% | +183.6% |
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