+1,422.9%
FANG vs THC
+1,017.9%
+405.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.5% |
| 7D | -0.4% | +4.1% | -4.5% | -1.5% |
| 30D | +2.4% | +3.5% | -1.1% | +1.4% |
| 3M | +4.9% | +61.7% | -56.9% | -9.1% |
| 6M | +12.0% | +11.8% | +0.2% | +6.5% |
| YTD | +37.1% | +35.4% | +1.7% | +22.7% |
| 1Y | +52.3% | +37.0% | +15.2% | +35.0% |
| 3Y | +45.0% | +260.1% | -215.1% | -7.2% |
| 5Y | +231.0% | +262.6% | -31.6% | +97.2% |
| 10Y | +177.5% | +1,039.2% | -861.7% | +7.2% |
| All | +1,422.9% | +1,017.9% | +405.0% | +499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling