+31.6%
FAST vs THC
+46.1%
-14.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.6% | -7.9% | +0.7% |
| 7D | +3.4% | +8.8% | -5.4% | +2.5% |
| 30D | +5.5% | +12.6% | -7.1% | +4.1% |
| 3M | +7.6% | +15.4% | -7.8% | +5.9% |
| 6M | +19.8% | +57.7% | -37.9% | +14.3% |
| YTD | +35.5% | +47.1% | -11.6% | +30.3% |
| 1Y | +31.6% | +40.7% | -9.1% | +26.7% |
| All | +31.6% | +46.1% | -14.5% | +26.7% |
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